Savi Virolainen
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Estimate Gaussian and Student's t Mixture Vector Autoregressive Models
Estimate Univariate Gaussian and Student's t Mixture Autoregressive Models
Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models
Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models
Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models
Estimate Gaussian and Student's t Mixture Vector Autoregressive Models
Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models
Estimate Gaussian and Student's t Mixture Vector Autoregressive Models
Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models
Estimate Univariate Gaussian and Student's t Mixture Autoregressive Models
Maintained Packages
3 packages