StVAR (1.1)

1 user

Student's t Vector Autoregression (StVAR).

Estimation of multivariate Student's t dynamic regression models for a given degrees of freedom and lag length. Users can also specify the trends and dummies of any kind in matrix form.

Maintainer: Niraj Poudyal
Author(s): Niraj Poudyal

License: GPL-2

Uses: ADGofTest, matlab, MCMCpack, numDeriv

Released about 3 years ago.

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