Introducing the gasmodel Package for Score-Driven Models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31140%2F23%3A00059616" target="_blank" >RIV/61384399:31140/23:00059616 - isvavai.cz</a>
Result on the web
<a href="https://mme2023.vse.cz/mme_2023_abstracts.pdf" target="_blank" >https://mme2023.vse.cz/mme_2023_abstracts.pdf</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Introducing the gasmodel Package for Score-Driven Models
Original language description
Main topics of the document: R Package; score-Driven models; generalized autoregressive score models; dynamic conditional score models
Czech name
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Czech description
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Classification
Type
O - Miscellaneous
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
<a href="/en/project/GA23-06139S" target="_blank" >GA23-06139S: Dynamic Score-Driven Models in Operations Research</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů