Time varying regression

From this page you can download the MATLAB function tvc, which implements the TVC regression model proposed by Ciapanna and Taboga (2011 - "Bayesian Analysis of Coefficient Instability in Dynamic Regressions" - Click here to download the paper).

Time varying regression - MATLAB routines

Download the ZIP file containing the MATLAB routines and start from the routine tvc_demo. Note that this distribution is still VERY PRELIMINARY.

Time varying regression - Comments and questions

You can ask a question or make a comment about the model or about the MATLAB routines using the discussion board below.

blog comments powered by Disqus

Time varying regression - Keywords

Keywords: time varying regression, regression model with unstable coefficients, instability in regression coefficients, unstable regression, time varying parameters, time varying coefficients.

This reasearch page is hosted by Statlect.com.