gregorkastner/threshtvp: Bayesian Estimation of (Threshold) Time-Varying Parameter Models
Inference in dynanmic regression models and threshold time-varying parameter vector autoregressions (TTVP-VARs) with mixture innovation components for each coefficient in the system.
Getting started
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Package details |
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| Maintainer | |
| License | GPL (>= 2) |
| Version | 0.3 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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