Fitting time-varying coefficient models both for single and multi-equation regressions, using kernel smoothing techniques.
It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.
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