Main functions
The five basic functions in this package are tvLM()
, tvAR()
, tvSURE()
, tvPLM()
, tvVAR()
and tvIRF()
. Moreover, this package provides the confint()
, fitted()
, forecast()
, plot()
, predict()
, print()
, resid()
and summary()
methods adapted to the class attributes of the tvReg
. In addition, it includes bandwidth selection methods, time-varying variance-covariance estimators and four estimation procedures: the time-varying ordinary least squares, which are implemented in the tvOLS()
methods, the time-varying generalised least squares for a list of equations, which is implemented in the tvGLS()
methods, time-varying pooled and random effects estimators for panel data, which are implemented in the tvRE()
and the time-varying fixed effects estimator, which is implemente in the tvFE()
.