veneficusnl/pmpp: Posterior Mean Panel Predictor

Dynamic panel modelling framework based on an empirical-Bayes approach. Contains tools for computing point forecasts and bootstrapping prediction intervals. Reference: Liu et al. (2016) <doi:10.2139/ssrn.2889000>.

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version0.1.0
URL https://github.com/veneficusnl/pmpp
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("veneficusnl/pmpp")
veneficusnl/pmpp documentation built on Oct. 16, 2019, 11:22 a.m.