AutoSEARCH (1.2)

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General-to-Specific (GETS) Model Selection.

http://www.sucarrat.net/
http://cran.r-project.org/web/packages/AutoSEARCH

Automated Multi-path General-to-Specific (GETS) model selection of the mean and log-volatility specifications of a log-ARCH-X model

Maintainer: Genaro Sucarrat
Author(s): Genaro Sucarrat

License: GPL-2

Uses: zoo

Released 8 months ago.

2 previous versions

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