tvReg: Time-Varying Coefficient Linear Regression for Single and Multi-Equations

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

Version: 0.4.1
Depends: R (≥ 3.0.1), Matrix, graphics, stats (≥ 2.14.0), methods
Imports: systemfit (≥ 1.1-20), MASS, vars, bvarsv
Suggests: knitr, rmarkdown
Published: 2019-04-08
Author: Isabel Casas [aut, cre], Ruben Fernandez-Casal [aut]
Maintainer: Isabel Casas <casasis at gmail.com>
BugReports: http://github.com/icasas/tvReg/issues
License: GPL (≥ 3)
URL: http://github.com/icasas/tvReg
NeedsCompilation: no
Citation: tvReg citation info
Materials: README NEWS
CRAN checks: tvReg results

Downloads:

Reference manual: tvReg.pdf
Vignettes: Introduction to the tvReg R package
Package source: tvReg_0.4.1.tar.gz
Windows binaries: r-devel: tvReg_0.4.1.zip, r-release: tvReg_0.4.1.zip, r-oldrel: tvReg_0.4.1.zip
OS X binaries: r-release: tvReg_0.4.1.tgz, r-oldrel: tvReg_0.3.0.tgz
Old sources: tvReg archive

Linking:

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