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tvReg (version 0.5.9)

Time-Varying Coefficient for Single and Multi-Equation Regressions

Description

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

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Version

Install

install.packages('tvReg')

Monthly Downloads

524

Version

0.5.9

License

GPL (>= 3)

Issues

0

Pull Requests

0

Stars

19

Forks

4

Maintainer

Isabel Casas

Last Published

September 1st, 2023

Functions in tvReg (0.5.9)

bwCov

Covariance Bandwidth Calculation by Cross-Validation bwCov calculates a single bandwidth to estimate the time-varying variance- covariance matrix.
tvGLS

Time-Varying Generalised Least Squares
plot.tvsure

Plot Methods for Objects in tvReg
predict.tvlm

Predict Methods for Objects in tvReg.
confint.tvlm

Confidence Intervals for Objects in tvReg
print.tvlm

Print results of functions in tvReg
tvIRF

Time-Varying Impulse Response Function
forecast

Forecast Methods for Objects in tvReg.
tvAR

Time-Varying Autoregressive Model
tvAcoef

Time-Varying Coefficient Arrays of the Lagged Endogenous Variables of a TVVAR (no intercept).
tvLM

Time-Varying Coefficients Linear Models
CEES

Standarised rates from a currency portfolio.
summary.tvlm

Print results of functions in tvReg
tvPsi

Time-Varying Coefficient Arrays of the Orthogonalised MA Represention
tvRE

Time-Varying Random Effects Estimation
.tvLM.ci

tvReg internal and secondary functions
tvOLS

Time-Varying Ordinary Least Squares
FF5F

Fama and French portfolio daily returns and factors for international markets.
tvBcoef

Coefficient Array of an Estimated tvVAR
tvCov

Time-varying Variance-Covariance Estimation
update.tvlm

Update and Re-fit the Models of package tvReg
tvCor

Time-varying Correlation Estimation
tvPLM

Time-Varying Coefficients Panel Data Models
tvFE

Time-Varying Fixed Effects Estimation
tvPhi

Time-Varying Coefficient Arrays of the MA Represention
tvReg-package

tvReg: Time-Varying Coefficient for Single and Multi-Equation Regressions
OECD

Variables related to the problem of healthcare spending.
RV

Daily realized variance
tvSURE

Time-Varying Seemingly Unrelated Regression Equations Model
tvVAR

Time-varying Vector Autoregressive Models
bw

Bandwidth Selection by Cross-Validation