threshtvp-package: Bayesian Estimation of (Threshold) Time-Varying Parameter...

Description Details Author(s) References See Also

Description

Inference in dynanmic regression models and threshold time-varying parameter vector autoregressions (TTVP-VARs) with mixture innovation components for each coefficient in the system.

Details

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~~ An overview of how to use the package, including the most important functions ~~

Author(s)

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Maintainer: NA

References

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See Also

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gregorkastner/threshtvp documentation built on Feb. 26, 2021, 12:25 a.m.