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>.
| Version: | 1.1 |
| Depends: | R (≥ 3.0.0) |
| Imports: | ADGofTest, numDeriv, MCMCpack, matlab, tseries |
| Published: | 2023-08-17 |
| Author: | Niraj Poudyal [aut, cre] |
| Maintainer: | Niraj Poudyal <niraj.poudyal at ku.edu.np> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | StReg results |
| Reference manual: | StReg.pdf |
| Package source: | StReg_1.1.tar.gz |
| Windows binaries: | r-devel: StReg_1.1.zip, r-release: StReg_1.1.zip, r-oldrel: StReg_1.1.zip |
| macOS binaries: | r-release (arm64): StReg_1.1.tgz, r-oldrel (arm64): StReg_1.1.tgz, r-release (x86_64): StReg_1.1.tgz, r-oldrel (x86_64): StReg_1.1.tgz |
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