RGETS

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EViews Gareth
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RGETS

Postby EViews Gareth » Wed Jul 05, 2017 10:49 am

This add-in provides an interface to the R package “gets”, which performs an automated multi-path General to Specific (GETS) model search of the mean of a regression, and includes indicator saturation methods for detecting structural breaks. Specifically this add-in calls the ISAT and ISATTEST functions from the package.
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