gmwmx
Estimate Functional and Stochastic Parameters of Linear Models with Correlated Residuals
Implements the Generalized Method of Wavelet Moments with Exogenous Inputs estimator (GMWMX) presented in Cucci, D. A., Voirol, L., Kermarrec, G., Montillet, J. P., and Guerrier, S. (2023)
- Version1.0.3
- R version≥ 4.0.0
- LicenseAGPL-3
- Needs compilation?Yes
- Last release03/20/2023
Documentation
Team
Lionel Voirol
Davide Antonio Cucci
Show author detailsRolesAuthorStéphane Guerrier
Show author detailsRolesAuthorJean-Philippe Montillet
Show author detailsRolesContributorGaël Kermarrec
Show author detailsRolesContributor
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- Depends1 package
- Imports8 packages
- Suggests3 packages
- Linking To2 packages