4Freye / panelsplit
A tool for performing cross-validation with panel data
☆15Updated last week
Alternatives and similar repositories for panelsplit:
Users that are interested in panelsplit are comparing it to the libraries listed below
- Advanced Financial Econometrics - Trinity Term 2020☆27Updated 3 years ago
- This repository contains the experiments related with a new baseline model that can be used in forecasting weekly time series. This model…☆47Updated 3 years ago
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆43Updated last year
- LSTM neural networks for nowcasting economic data.☆63Updated 9 months ago
- ☆16Updated 8 months ago
- This python package estimates dynamic panel data model using difference GMM and system GMM.☆24Updated 3 weeks ago
- ☆28Updated 3 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 3 months ago
- Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference☆22Updated 2 years ago
- ☆14Updated 5 months ago
- Python client to read IMF World Economic Outlook (WEO) dataset as pandas dataframe.☆33Updated 7 months ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆38Updated last year
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆28Updated last week
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆34Updated 5 years ago
- Python implementation of the midasml approach☆23Updated 4 months ago
- Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)☆13Updated 5 months ago
- Official Code Repo for Paper "Regularized estimation of high-dimensional FAVAR models" in JMLR, 2020☆8Updated last year
- ☆23Updated last week
- A repository for nowcasting with signature methods☆25Updated last year
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆31Updated 4 years ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆36Updated last month
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆22Updated last year
- This repository hosts the source code for the website tidy-finance.org☆91Updated last week
- A modification of traditional random forest for time-series forecasting☆11Updated 10 months ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆26Updated last year
- ☆39Updated 6 years ago
- Macro with Python☆54Updated 3 years ago
- A curated list of Vector Autoregression resources☆54Updated last year