General-to-specific (GETS) modelling and indicator saturation with the R package gets
This paper provides an overview of the R-package 'gets', which contains facilities for General-to-Specific (GETS) modelling of the mean and variance of a regression, and Indicator Saturation (IS) methods for the detection and modelling of structural breaks and outliers. The mean can be spe...
| Main Authors: | , , |
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| Format: | Working paper |
| Published: |
University of Oxford
2016
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