tvReg: Time-Varying Coefficient Linear Regression for Single and Multi-Equations in R
Single equation models: the TVLM and TVAR | Standard usage of tvLM | User options of tvLM | Smoothing random variable | Data | Bandwidth | Kernel type | Estimation methodology | Singular fit | Standard usage of tvAR | User options of tvAR | Type | Autoregressive model with coefficent restrictions | Multi-equation linear models | Standard usage of the tvSURE | User options of tvSURE | Choosing the estimation method | Coefficient restrictions | Standard usage of tvPLM | User options of tvPLM | Application to health policy | Standard usage of tvVAR and tvIRF | User options of tvIRF | Impulse and response variables | Horizon | Orthogonal TVIRF | Cumulative TVIRF | Estimating a time-varying variance-covariance matrix | Prediction and forecast in time-varying coefficient models | Usage of prediction and forecast in tvReg