Robuta

Sponsor of the Day: Jerkmate

https://cran.r-universe.dev/sstvars sstvars: Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models smooth transition vector autoregressive toolkit reduced form https://cran.r-universe.dev/bvarsv bvarsv: Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and... bayesian analysis vector autoregressive stochastic volatility model https://www.academia.edu/103245715/Testing_Parameter_Constancy_in_Stationary_Vector_Autoregressive_Models_Against_Continuous_Change (PDF) Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous... Nov 20, 2025 - In this paper we derive a parameter constancy test of a stationary vector autoregressive model against the hypothesis that the parameters of the model change... pdf testing vector autoregressive parameter constancy stationary