StReg (Q5983035)
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Student's t Regression Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | StReg |
Student's t Regression Models |
Statements
It contains functions to estimate multivariate Student's t dynamic and static regression models for given degrees of freedom and lag length. Users can also specify the trends and dummies of any kind in matrix form. Poudyal, N., and Spanos, A. (2022) <doi:10.3390/econometrics10020017>. Spanos, A. (1994) <http://www.jstor.org/stable/3532870>.
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17 August 2023
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