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Author:
Mingxuan Song, Bernhard van der Sluis, Yicong Lin
License:
GPLv3+
Summary:
The PyTimeVar package offers state-of-the-art estimation and statistical inference methods for time series regression models with flexible trends and/or time- varying coefficients.
Latest version:
1.1.0
Required dependencies:
matplotlib
|
numdifftools
|
numpy
|
pandas
|
scipy
|
statsmodels
|
tqdm
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