Fitting time-varying coefficient models both for single and multi-equation regressions, using kernel smoothing techniques.
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Isabel Casas, 10 months ago
Browse source code at
Isabel Casas and Ruben Fernandez-Casal
GPL (>= 3)
Imports systemfit, MASS, vars, bvarsv
Depends on Matrix, graphics, stats, methods
Suggests knitr, rmarkdown
See at CRAN