mlrv

Plug-in and difference-based long-run covariance matrix estimation for time series regression. Two applications of hypothesis testing are also provided. The first one is for testing for structural stability in coefficient functions. The second one is aimed at detecting long memory in time series regression. Lujia Bai and Weichi Wu (2024) Zhou Zhou and Wei Biao Wu(2010) Jianqing Fan and Wenyang Zhang Lujia Bai and Weichi Wu(2024) Dimitris N. Politis, Joseph P. Romano, Michael Wolf(1999) Weichi Wu and Zhou Zhou(2018).

Last 30 days

This package has been downloaded 159 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 3 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 2,015 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Aug 01, 2024 with 41 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.