tvReg: Time-Varying Coefficient for Single and Multi-Equation Regressions (original) (raw)

Fitting time-varying coefficient models for single and multi-equation regressions, using kernel smoothing techniques.

Version: 0.5.9
Depends: R (≥ 3.6), Matrix, graphics, stats (≥ 2.14.0), methods
Imports: systemfit (≥ 1.1-20), MASS, vars, bvarsv, plm
Suggests: knitr, rmarkdown
Published: 2023-09-01
DOI: 10.32614/CRAN.package.tvReg
Author: Isabel Casas [aut, cre], Ruben Fernandez-Casal [aut]
Maintainer: Isabel Casas
BugReports: https://github.com/icasas/tvReg/issues
License: GPL (≥ 3)
URL: https://github.com/icasas/tvReg
NeedsCompilation: no
Citation: tvReg citation info
Materials: NEWS
CRAN checks: tvReg results

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