tvReg: Time-Varying Coefficients Linear Regression for Single and Multiple Equations

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

Package details

AuthorIsabel Casas and Ruben Fernandez-Casal
MaintainerIsabel Casas <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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tvReg documentation built on June 5, 2018, 5:04 p.m.