savi.virolainen@helsinki.fi


Packages by Savi Virolainen

gmvarkit — 2.1.4

Estimate Gaussian and Student's t Mixture Vector Autoregressive Models

sstvars — 1.2.0

Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models

uGMAR — 3.5.2

Estimate Univariate Gaussian and Student's t Mixture Autoregressive Models