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tvReg (version 0.5.6)

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

478

Version

0.5.6

License

GPL (>= 3)

Issues

0

Pull Requests

0

Stars

19

Forks

4

Maintainer

Isabel Casas

Last Published

September 22nd, 2021

Functions in tvReg (0.5.6)

CEES

Standarised rates from a currency portfolio.
confint.tvlm

Confidence Intervals for Objects in tvReg
predict.tvlm

Predict Methods for Objects in tvReg.
plot.tvsure

Plot Methods for Objects in tvReg
bw

Bandwidth Selection by Cross-Validation
forecast

Forecast Methods for Objects in tvReg.
OECD

Variables related to the problem of healthcare spending.
RV

Daily realized variance
FF5F

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

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

Coefficient Array of an Estimated tvVAR
tvAcoef

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

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

Time-Varying Autoregressive Model
tvSURE

Time-Varying Seemingly Unrelated Regression Equations Model
tvCov

Time-varying Variance-Covariance Estimation
tvPhi

Time-Varying Coefficient Arrays of the MA Represention
tvIRF

Time-Varying Impulse Response Function
tvPsi

Time-Varying Coefficient Arrays of the Orthogonalised MA Represention
tvLM

Time-Varying Coefficients Linear Models
tvVAR

Time-varying Vector Autoregressive Models
update.tvlm

Update and Re-fit the Models of package tvReg
tvGLS

Time-Varying Generalised Least Squares
tvRE

Time-Varying Random Effects Estimation
.tvLM.ci

tvReg internal and secondary functions
tvFE

Time-Varying Fixed Effects Estimation
print.tvlm

Print results of functions in tvReg
tvOLS

Time-Varying Ordinary Least Squares
summary.tvlm

Print results of functions in tvReg
tvPLM

Time-Varying Coefficients Panel Data Models