tvReg: Time-Varying Coefficients Linear Regression for Single and Multiple Equations
Version 0.2.1

Fitting simultaneous equations with time varying coefficients, both for the case of independent equations and for the case of correlated equations.

Package details

AuthorIsabel Casas and Ruben Fernandez-Casal
Date of publication2017-11-27 11:54:07 UTC
MaintainerIsabel Casas <[email protected]>
LicenseGPL (>= 3)
Version0.2.1
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 Nov. 27, 2017, 5:03 p.m.