Changes in version 0.5.9 (2023-09-01) - Bug fix in bwCov when bw is NULL. - Added function tvCor to calculate the correlation matrix correspondent to tvCov Changes in version 0.5.8 (2023-04-19) - Bug fix in plotfor tvsure objects. - Functionality addition in tvCov and bwCov to calculate covariance matrices that may vary depending on a random variable. - Fixing some parameter documentation. Changes in version 0.5.7 (2022-06-30) - Bug fix in forecast for tvvar objects with 1 lag. We thank Michael Wolf for reporting it to us. Changes in version 0.5.6 (2021-09-22) - Added package documentation (in "tvReg-package.R", which now also includes data documentation). - Changed imports in NAMESPACE. Now only the necessary functions of plm are imported (to avoid new compatibility issues between packages Matrix and plm). Changes in version 0.5.5 - Updated RV dataset and its variables description. - Fixed bug in tvARand tvVAR when exogen is only one column. Changes in version 0.5.4 (2021-03-09) - Added par(ask=FALSE) at the end of plots. - Fixed bug in confint for objects obtained with tvFE - Fixed bug in predict for objects obtained with tvFE - Fixed bug in tvSURE for datasets with different name than data - Added kernel function Triweight and make it the default Changes in version 0.5.3 (2020-06-22) - Added dates in data CEES - Changed argument newx for argument newdata in forecast.tvlm, forecast.tvar, predict.tvlm and predict.tvar. Changes in version 0.5.2 (2020-04-30) - Fixed bug in tvPLM and changed the limits of the Epanechnikov kernel. - Added check for variables size in tvPLM when there are NAs. - Added check for class in tvAR main argument. Changes in version 0.5.1 (2020-04-16) - Fixed bug in method tvSURE when using constraints. Method confint works. Changes in version 0.5.0 (2020-02-21) - Added methods tvPLM, tvRE and tvFE and methods to fit time-varying coefficients panel data models. Also added their correspondingconfint, predict, forecast, plot, summary and print methods. - Added dataset OECD - Change all return argument tvcoef to coefficients to fit the standards of other packages in R - Allow the user to choose individual plots for each variable in models of class tvlm, tvar or tvplm - Fix of the bug in R-devel caused by matrix objects now also inheriting from class array which caused some problems in some "if" statements Changes in version 0.4.2 (2019-06-30) - Added modified or leave-(2l+1)-out cross-validation for bandwidth selection - Faster algorithm for the calculation of confidence intervals - Fix bug in `.tvCov.cv Changes in version 0.4.1 (2019-04-08) - Fix bug in tvGLS.R for option est = "ll". - Added a website for the package (with pkgdown). - Added README.Rmd and index.Rmd. - Updated documentation tvOLS matrix, forecast.tvar, forecast.tvlm and forecast.tvsure. Changes in version 0.4.0 (2019-03-27) - Removed class tvlm from objects of class tvar. - Removed deprecated CI.tvlm(), CI.tvar(), CI.tvsure() and CI.tvirf() methods. - Added predict.tvlm(), predict.tvar(), predict.tvsure() and predict.tvvar() methods. - Added forecast.tvlm(), forecast.tvar(), forecast.tvsure() and forecast.tvvar() methods. - Added resid.tvlm(), resid.tvsure(), resid.tvvar() and resid.tvirf() for compatility with R standards.