Time-Varying Coefficient for Single and Multi-Equation Regressions

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Documentation for package ‘tvReg’ version 0.5.9

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tvReg-package	tvReg: Time-Varying Coefficient for Single and Multi-Equation Regressions
bw	Bandwidth Selection by Cross-Validation
bw.default	Bandwidth Selection by Cross-Validation
bw.list	Bandwidth Selection by Cross-Validation
bw.pdata.frame	Bandwidth Selection by Cross-Validation
bw.tvar	Bandwidth Selection by Cross-Validation
bw.tvlm	Bandwidth Selection by Cross-Validation
bw.tvplm	Bandwidth Selection by Cross-Validation
bw.tvsure	Bandwidth Selection by Cross-Validation
bw.tvvar	Bandwidth Selection by Cross-Validation
bwCov	Covariance Bandwidth Calculation by Cross-Validation _bwCov_ calculates a single bandwidth to estimate the time-varying variance- covariance matrix.
CEES	Standarised rates from a currency portfolio.
confint.tvar	Confidence Intervals for Objects in tvReg
confint.tvirf	Confidence Intervals for Objects in tvReg
confint.tvlm	Confidence Intervals for Objects in tvReg
confint.tvplm	Confidence Intervals for Objects in tvReg
confint.tvsure	Confidence Intervals for Objects in tvReg
confint.tvvar	Confidence Intervals for Objects in tvReg
FF5F	Fama and French portfolio daily returns and factors for international markets.
forecast	Forecast Methods for Objects in tvReg.
forecast.tvar	Forecast Methods for Objects in tvReg.
forecast.tvlm	Forecast Methods for Objects in tvReg.
forecast.tvplm	Forecast Methods for Objects in tvReg.
forecast.tvsure	Forecast Methods for Objects in tvReg.
forecast.tvvar	Forecast Methods for Objects in tvReg.
OECD	Variables related to the problem of healthcare spending.
plot.tvar	Plot Methods for Objects in tvReg
plot.tvirf	Plot Methods for Objects in tvReg
plot.tvlm	Plot Methods for Objects in tvReg
plot.tvplm	Plot Methods for Objects in tvReg
plot.tvsure	Plot Methods for Objects in tvReg
plot.tvvar	Plot Methods for Objects in tvReg
predict.tvar	Predict Methods for Objects in tvReg.
predict.tvlm	Predict Methods for Objects in tvReg.
predict.tvplm	Predict Methods for Objects in tvReg.
predict.tvsure	Predict Methods for Objects in tvReg.
predict.tvvar	Predict Methods for Objects in tvReg.
print.tvar	Print results of functions in tvReg
print.tvirf	Print results of functions in tvReg
print.tvlm	Print results of functions in tvReg
print.tvplm	Print results of functions in tvReg
print.tvsure	Print results of functions in tvReg
print.tvvar	Print results of functions in tvReg
RV	Daily realized variance
summary	Print results of functions in tvReg
summary.tvar	Print results of functions in tvReg
summary.tvirf	Print results of functions in tvReg
summary.tvlm	Print results of functions in tvReg
summary.tvplm	Print results of functions in tvReg
summary.tvsure	Print results of functions in tvReg
summary.tvvar	Print results of functions in tvReg
tvAcoef	Time-Varying Coefficient Arrays of the Lagged Endogenous Variables of a TVVAR (no intercept).
tvAR	Time-Varying Autoregressive Model
tvar	Time-Varying Autoregressive Model
tvar-class	Time-Varying Autoregressive Model
tvBcoef	Coefficient Array of an Estimated tvVAR
tvCor	Time-varying Correlation Estimation
tvCov	Time-varying Variance-Covariance Estimation
tvFE	Time-Varying Fixed Effects Estimation
tvFE.matrix	Time-Varying Fixed Effects Estimation
tvFE.tvplm	Time-Varying Fixed Effects Estimation
tvGLS	Time-Varying Generalised Least Squares
tvGLS.list	Time-Varying Generalised Least Squares
tvGLS.matrix	Time-Varying Generalised Least Squares
tvGLS.tvsure	Time-Varying Generalised Least Squares
tvIRF	Time-Varying Impulse Response Function
tvirf-class	Time-Varying Impulse Response Function
tvirf.	Time-Varying Impulse Response Function
tvLM	Time-Varying Coefficients Linear Models
tvlm	Time-Varying Coefficients Linear Models
tvlm-class	Time-Varying Coefficients Linear Models
tvOLS	Time-Varying Ordinary Least Squares
tvOLS.matrix	Time-Varying Ordinary Least Squares
tvOLS.tvar	Time-Varying Ordinary Least Squares
tvOLS.tvlm	Time-Varying Ordinary Least Squares
tvOLS.tvvar	Time-Varying Ordinary Least Squares
tvPhi	Time-Varying Coefficient Arrays of the MA Represention
tvPLM	Time-Varying Coefficients Panel Data Models
tvplm	Time-Varying Coefficients Panel Data Models
tvplm-class	Time-Varying Coefficients Panel Data Models
tvPsi	Time-Varying Coefficient Arrays of the Orthogonalised MA Represention
tvRE	Time-Varying Random Effects Estimation
tvRE.matrix	Time-Varying Random Effects Estimation
tvRE.tvplm	Time-Varying Random Effects Estimation
tvReg	tvReg: Time-Varying Coefficient for Single and Multi-Equation Regressions
tvSURE	Time-Varying Seemingly Unrelated Regression Equations Model
tvsure	Time-Varying Seemingly Unrelated Regression Equations Model
tvsure-class	Time-Varying Seemingly Unrelated Regression Equations Model
tvVAR	Time-varying Vector Autoregressive Models
tvvar	Time-varying Vector Autoregressive Models
tvvar-class	Time-varying Vector Autoregressive Models
update.tvar	Update and Re-fit the Models of package tvReg
update.tvlm	Update and Re-fit the Models of package tvReg
update.tvplm	Update and Re-fit the Models of package tvReg
update.tvsure	Update and Re-fit the Models of package tvReg
update.tvvar	Update and Re-fit the Models of package tvReg