BEKKs

Methods and tools for estimating, simulating and forecasting of so-called BEKK-models (named after Baba, Engle, Kraft and Kroner) based on the fast Berndt–Hall–Hall–Hausman (BHHH) algorithm described in Hafner and Herwartz (2008) doi:10.1007/s00184-007-0130-y. For an overview, we refer the reader to Fülle et al. (2024) doi:10.18637/jss.v111.i04.

Last 30 days

This package has been downloaded 467 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 31 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 6,797 times in the last 365 days. That's a lot of interest! Someone might even write a blog post about it. The day with the most downloads was Jan 03, 2025 with 101 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.