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mgm
tvmvarsampler
tvmvarsampler function
Sampling from a time-varying mixed VAR model
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mgm package
Read PDF manual
Maintainer: Jonas Haslbeck
License: GPL (>= 2)
Last published: 2023-09-05
Useful links
https://github.com/jmbh/mgm/issues
https://www.jstatsoft.org/article/view/v093i08