Time-Varying Coefficients Linear Regression for Single and Multiple Equations

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


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("tvReg")

0.3.0 by Isabel Casas, 10 months ago


Browse source code at https://github.com/cran/tvReg


Authors: Isabel Casas and Ruben Fernandez-Casal


Documentation:   PDF Manual  


GPL (>= 3) license


Imports systemfit, MASS, vars, bvarsv

Depends on Matrix, graphics, stats, methods

Suggests knitr, rmarkdown


See at CRAN