tvReg: Time-Varying Coefficients Linear Regression for Single and Multiple Equations

Fitting simultaneous equations with time varying coefficients, both for the case of independent equations and for the case of correlated equations.

Version: 0.2.1
Depends: R (≥ 3.0.1), Matrix, graphics, stats (≥ 2.14.0)
Imports: systemfit (≥ 1.1-20), MASS, vars, bvarsv
Suggests: knitr, rmarkdown
Published: 2017-11-27
Author: Isabel Casas and Ruben Fernandez-Casal
Maintainer: Isabel Casas <casasis at>
License: GPL (≥ 3)
NeedsCompilation: no
Citation: tvReg citation info
CRAN checks: tvReg results


Reference manual: tvReg.pdf
Vignettes: Introduction to the tvReg R package
Package source: tvReg_0.2.1.tar.gz
Windows binaries: r-prerel:, r-release:, r-oldrel:
OS X binaries: r-prerel: tvReg_0.2.1.tgz, r-release: tvReg_0.2.1.tgz


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