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tvReg  

Time-Varying Coefficient for Single and Multi-Equation Regressions
View on CRAN: Click here


Download and install tvReg package within the R console
Install from CRAN:
install.packages("tvReg")

Install from Github:
library("remotes")
install_github("cran/tvReg")

Install by package version:
library("remotes")
install_version("tvReg", "0.5.9")



Attach the package and use:
library("tvReg")
Maintained by
Isabel Casas
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-11-27
Latest Update: 2023-09-01
Description:
Fitting time-varying coefficient models for single and multi-equation regressions, using kernel smoothing techniques.
How to cite:
Isabel Casas (2017). tvReg: Time-Varying Coefficient for Single and Multi-Equation Regressions. R package version 0.5.9, https://cran.r-project.org/web/packages/tvReg. Accessed 06 Mar. 2026.
Previous versions and publish date:
0.2.1 (2017-11-27 12:54), 0.3.0 (2018-06-05 12:26), 0.4.0 (2019-03-27 22:50), 0.4.1 (2019-04-08 17:20), 0.4.2 (2019-06-30 20:20), 0.5.0 (2020-02-21 18:10), 0.5.1 (2020-04-16 23:20), 0.5.2 (2020-05-01 00:20), 0.5.3 (2020-06-23 02:20), 0.5.4 (2021-03-09 15:10), 0.5.6 (2021-09-22 10:00), 0.5.7 (2022-06-30 17:30), 0.5.8 (2023-04-19 22:40)
Other packages that cited tvReg R package
View tvReg citation profile
Other R packages that tvReg depends, imports, suggests or enhances
Complete documentation for tvReg
Functions, R codes and Examples using the tvReg R package
Some associated functions: CEES . FF5F . OECD . RV . bw . bwCov . confint.tvReg . forecast-tvReg . plot.tvReg . predict-tvReg . print.tvReg . summary.tvReg . tvAR . tvAcoef . tvBcoef . tvCor . tvCov . tvFE . tvGLS . tvIRF . tvLM . tvOLS . tvPLM . tvPhi . tvPsi . tvRE . tvReg-internals . tvReg-package . tvSURE . tvVAR . update.tvReg . 
Some associated R codes: bw.R . confint_tvReg.R . forecast_tvReg.R . kernels.R . plot_tvReg.R . predict_tvReg.R . print_tvReg.R . summary_tvReg.R . tvA.R . tvAR.R . tvB.R . tvBOOT.R . tvCov.R . tvFE.R . tvGLS.R . tvIRF.R . tvLM.R . tvOLS.R . tvPLM.R . tvPhi.R . tvPsi.R . tvRE.R . tvReg-package.R . tvSURE.R . tvVAR.R . update.R . utils.R . zzz.R .  Full tvReg package functions and examples
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