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StReg: Student's t Regression Models
It contains functions to estimate multivariate Student's t dynamic and static regression models for given degrees of freedom and lag length. Users can also specify the trends and dummies of any kind in matrix form. Poudyal, N., and Spanos, A. (2022) <doi:10.3390/econometrics10020017>. Spanos, A. (1994) <http://www.jstor.org/stable/3532870>.
Getting started
Browse package contents
Package details |
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| Author | Niraj Poudyal [aut, cre] |
| Maintainer | Niraj Poudyal <niraj.poudyal@ku.edu.np> |
| License | GPL-2 |
| Version | 1.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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