AutoSEARCH: General-to-Specific (GETS) Model Selection

Automated Multi-path General-to-Specific (GETS) model selection of the mean and log-volatility specifications of a log-ARCH-X model

Version: 1.2
Depends: R (≥ 2.4.1), zoo
Published: 2012-10-11
Author: Genaro Sucarrat
Maintainer: Genaro Sucarrat <genaro.sucarrat at bi.no>
License: GPL-2
URL: http://www.sucarrat.net/
NeedsCompilation: no
In views: Econometrics, Finance
CRAN checks: AutoSEARCH results

Downloads:

Reference manual: AutoSEARCH.pdf
Package source: AutoSEARCH_1.2.tar.gz
OS X binary: AutoSEARCH_1.2.tgz
Windows binary: AutoSEARCH_1.2.zip
Old sources: AutoSEARCH archive