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StReg: Student's t Regression Models

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>.

Version: 1.1
Depends: R (≥ 3.0.0)
Imports: ADGofTest, numDeriv, MCMCpack, matlab, tseries
Published: 2023-08-17
Author: Niraj Poudyal [aut, cre]
Maintainer: Niraj Poudyal <niraj.poudyal at ku.edu.np>
License: GPL-2
NeedsCompilation: no
CRAN checks: StReg results

Documentation:

Reference manual: StReg.pdf

Downloads:

Package source: StReg_1.1.tar.gz
Windows binaries: r-devel: StReg_1.1.zip, r-release: StReg_1.1.zip, r-oldrel: StReg_1.1.zip
macOS binaries: r-release (arm64): StReg_1.1.tgz, r-oldrel (arm64): StReg_1.1.tgz, r-release (x86_64): StReg_1.1.tgz, r-oldrel (x86_64): StReg_1.1.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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