StReg
Student's t Regression Models
It contains functions to estimate multivariate Student's t dynamic and static regression models for given degrees of freedom and lag length. Users can also specify the trends and dummies of any kind in matrix form. Poudyal, N., and Spanos, A. (2022) <doi:10.3390/econometrics10020017>. Spanos, A. (1994) <http://www.jstor.org/stable/3532870>.
- Version1.1
- R version≥ 3.0.0
- LicenseGPL-2
- Needs compilation?No
- Poudyal, N., and Spanos, A. (2022)
- Spanos, A. (1994)
- Last release08/17/2023
Team
Niraj Poudyal
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- Imports5 packages