tvReg (0.3.0)

Time-Varying Coefficients Linear Regression for Single and Multiple Equations.

http://cran.r-project.org/web/packages/tvReg

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

Maintainer: Isabel Casas
Author(s): Isabel Casas and Ruben Fernandez-Casal

License: GPL (>= 3)

Uses: bvarsv, MASS, Matrix, systemfit, vars, knitr, rmarkdown

Released almost 2 years ago.