StReg: Student's t Regression Models

It contains functions to estimate multivariate Student's t dynamic and static regression models for given degrees of freedom and lag length. Users can also specify the trends and dummies of any kind in matrix form. Poudyal, N., and Spanos, A. (2022) <doi:10.3390/econometrics10020017>. Spanos, A. (1994) <>.

Version: 1.1
Depends: R (≥ 3.0.0)
Imports: ADGofTest, numDeriv, MCMCpack, matlab, tseries
Published: 2023-08-17
Author: Niraj Poudyal [aut, cre]
Maintainer: Niraj Poudyal <niraj.poudyal at>
License: GPL-2
NeedsCompilation: no
CRAN checks: StReg results


Reference manual: StReg.pdf


Package source: StReg_1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): StReg_1.1.tgz, r-oldrel (arm64): StReg_1.1.tgz, r-release (x86_64): StReg_1.1.tgz, r-oldrel (x86_64): StReg_1.1.tgz


Please use the canonical form to link to this page.