Simulate, estimate (by t-MLE) and select mixed causal-noncausal autoregressive models with possibly exogenous regressors, using methods proposed in Lanne and Saikkonen (2011) <doi:10.2202/1941-1928.1080> and Hecq et al. (2016) <doi:10.15609/annaeconstat2009.123-124.0307>.
| Version: | 0.1 |
| Imports: | matlab, fBasics, tseries, stabledist |
| Published: | 2017-06-16 |
| Author: | Sean Telg [aut, cre, cph], Alain Hecq [ctb], Lenard Lieb [ctb] |
| Maintainer: | Sean Telg <j.telg at maastrichtuniversity.nl> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | MARX results |
| Reference manual: | MARX.pdf |
| Package source: | MARX_0.1.tar.gz |
| Windows binaries: | r-devel: MARX_0.1.zip, r-release: MARX_0.1.zip, r-oldrel: MARX_0.1.zip |
| OS X El Capitan binaries: | r-release: MARX_0.1.tgz |
| OS X Mavericks binaries: | r-oldrel: MARX_0.1.tgz |
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