Ruben Fernandez-Casal

University of A Coruña

A Coruña

Spain

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tvReg: Time-varying Coefficient Linear Regression for Single and Multi-Equations in R

Number of pages: 43 Posted: 08 May 2019 Last Revised: 09 Oct 2024
Isabel Casas and Ruben Fernandez-Casal
University of Deusto and University of A Coruña
Downloads 3,162 (8,519)
Citation 15

Abstract:

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Time-Varying Coefficients, Nonparametric, SURE, VAR, IRF, Autoregressive, R