mlrv
cranv0.1.2Long-Run Variance Estimation in Time Series Regression. Plug-in and difference-based long-run covariance matrix estimation for time series regression. Two applications of hypothesis testing are also provided. The first one is for testing for structural stability in coefficient functions. The second one is aimed at detecting long memory in time series reg
License MIT + file LICENSE0 versions1 maintainers9 deps74 weekly dl
https://CRAN.R-project.org/package=mlrv38
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curl https://depscope.dev/api/check/cran/mlrvFirst published · 2024-07-30 14:49:33
Last updated · 2024-07-30T13:20:02+00:00