PyTimeVar: A Python Package for Trending Time-Varying Time Series Models

Mingxuan Song, Bernhard van der Sluis, Yicong Lin

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper Series
No.	24-060/III

Access to Document

@techreport{745eb85e8adb4d4dad24626c79b4c223,

title = "PyTimeVar: A Python Package for Trending Time-Varying Time Series Models",

author = "Mingxuan Song and {van der Sluis}, Bernhard and Yicong Lin",

year = "2024",

month = sep,

day = "27",

language = "English",

series = "TI Discussion Paper Series",

publisher = "Tinbergen Institute",

number = "24-060/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}