CEES                    Aslanidis and Casas (2013) consider a portfolio
                        of daily US dollar exchange rates of the
                        Australian dollar (AUS), Swiss franc (CHF),
                        euro (EUR), British pound (GBP), South African
                        rand (RAND), Brazilian real (REALB), and
                        Japanese yen (YEN) over the period from January
                        1, 1999 until May 7, 2010 (T=2856
                        observations). This dataset contains the
                        standarised rates after "devolatilisation",
                        i.e. standarising the rates using a GARCH(1,1)
                        estimate of the volatility.
CI                      Confidence Intervals for Model Parameters of
                        Objects in tvReg
FF5F                    Fama and French portfolio excess returns and
                        factors for international markets.
bw                      Bandwidth Selection by Cross-Validation
bwCov                   Covariance Bandwidth Calculation by
                        Cross-Validation _bwCov_ calculates a single
                        bandwidth to estimate the time-varying
                        variance- covariance matrix.
plot.tvsure             Plot Methods for objects in tvReg
tvAR                    Time-Varying Autoregressive Model
tvAcoef                 Time-Varying Coefficient Arrays of the Lagged
                        Endogenous Variables of a tv-VAR (no
                        intercept).
tvBcoef                 Coefficient Array of an Estimated tvVAR
tvCov                   Time-varying Variance-Covariance Estimation
tvGLS                   Time-varying Generalised Least Squares
tvIRF                   Time-Varying Impulse Response Function
tvLM                    Time-Varying Coefficients Linear Models
tvOLS                   Time-Varying Ordinary Least Squares
tvPhi                   Time-Varying Coefficient Arrays of the MA
                        Represention
tvPsi                   Time-Varying Coefficient Arrays of the
                        Orthogonalised MA Represention
tvSURE                  Time-Varying Seemingly Unrelated Regression
                        Equations Model
tvVAR                   Time-varying Vector Autoregressive Models
update.tvsure           Update and Re-fit the Models of package tvReg
