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.


Reference manual

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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