gets

swMATH25589CRANgetsMaRDI QIDQ37327

General-to-Specific (GETS) Modelling and Indicator Saturation Methods

James Reade, Genaro Sucarrat, Felix Pretis

Last update: 9 October 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.37

Source code repository: https://github.com/cran/gets

Cites work

• Automated General-to-Specific (GETS) Regression Modeling and Indicator Saturation for Outliers and Structural Breaks

Related Items (5)

Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown ⋮ getspanel ⋮ ardl.nardl ⋮ ivgets ⋮ Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions

This page was built for software: gets