tvReg: Time-Varying Coefficient for Single and Multi-Equation Regressions

Fitting time-varying coefficient models for single and multi-equation regressions, using kernel smoothing techniques.

Package details

AuthorIsabel Casas [aut, cre], Ruben Fernandez-Casal [aut]
MaintainerIsabel Casas <casasis@gmail.com>
LicenseGPL (>= 3)
Version0.5.9
URL https://github.com/icasas/tvReg
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tvReg")

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tvReg documentation built on Sept. 1, 2023, 5:07 p.m.