icasas/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.

Getting started

Package details

Maintainer
LicenseGPL (>= 3)
Version0.5.6
URL https://github.com/icasas/tvReg
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("icasas/tvReg")
icasas/tvReg documentation built on Aug. 7, 2023, 9:22 a.m.