Ruben Fernandez-Casal

University of A Coruña

A Coruña

Spain

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tvReg: Time-varying Coefficient Linear Regression for Single and Multi-Equations in R

Number of pages: 43 Posted: 08 May 2019 Last Revised: 11 Aug 2020
Isabel Casas and Ruben Fernandez-Casal
University of Southern Denmark and University of A Coruña
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Abstract:

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Time-Varying Coefficients, Nonparametric, SURE, VAR, IRF, Autoregressive, R