TVARYING.RPF is an example of time-varying parameters VAR.
Detailed Description
TVARYING—Time-Varying Coefficients Estimate of VAR
-
TomDoan
- Posts: 7825
- Joined: Wed Nov 01, 2006 4:36 pm
TVARYING—Time-Varying Coefficients Estimate of VAR
Last bumped by TomDoan on Mon Dec 30, 2024 9:24 am.