The Python package PyTimeVar is available on PyPI and GitHub.
The package offers state-of-the-art estimation and statistical inference methods for time series regression models with flexible trends and/or time-varying coefficients.
For details, see the website, documentation, and GitHub links below.
PyPI: https://pypi.org/project/PyTimeVar/ Installation in Python: pip install PyTimeVar
Online documentation: https://pytimevar.readthedocs.io/en/latest/index.html#
Co-contributors: Mingxuan Song and Yicong Lin