Alternatives and similar repositories for esback

Users that are interested in esback are comparing it to the libraries listed below

• rbagd / dynfactoR
  Dynamic factor model estimation for R
  ☆24Updated 3 years ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated 2 months ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆40Updated last month
• boennecd / rollRegres
  R package for fast rolling and expanding linear regression models
  ☆22Updated 3 years ago
• bdemeshev / bvarr
  r package for bayesian VARs
  ☆23Updated 7 years ago
• alexiosg / rugarch
  Univariate GARCH models in R
  ☆29Updated 5 months ago
• nareal / frenchdata
  R package to download Prof. Kenneth French data sets
  ☆14Updated last year
• groditi / blsR
  BLS API V2 interface
  ☆16Updated 2 years ago
• XiaoouPan / conquer
  Convolution-type Smoothed Quantile Regression
  ☆23Updated 2 years ago
• LeopoldoCatania / GAS
  GAS models
  ☆35Updated 4 years ago
• mpiktas / midasr
  R package for mixed frequency time series data analysis.
  ☆80Updated 8 months ago
• ph-rast / bmgarch
  Bayesian Multivariate GARCH
  ☆18Updated last year
• dhopp1 / nowcastLSTM
  R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.
  ☆13Updated last year
• tidy-finance / r-tidyfinance
  R package with helper functions for developers and researchers familiar with Tidy Finance
  ☆19Updated last month
• MatthieuStigler / tsDyn
  tsDyn
  ☆35Updated last year
• pachadotdev / leontief
  Leontief's Input-Output Model in R
  ☆18Updated 3 months ago
• chenyang45 / BoostedHP
  packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"
  ☆12Updated 3 years ago
• onnokleen / alfred
  An R-package for obtaining real-time data from ALFRED database
  ☆19Updated 2 years ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆43Updated 4 years ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆31Updated last month
• bpfaff / vars
  Multivariate Time Series Models: VAR, SVAR and SVEC
  ☆45Updated 3 years ago
• zhan-gao / LasForecast
  Time series forecasting with Lasso-type shrinkage methods
  ☆12Updated last month
• ineswilms / bigtime
  Sparse estimation of large time series models
  ☆32Updated 2 years ago
• dbnomics / rdbnomics
  Access DBnomics data series from R. THIS IS A MIRROR REPO, GO TO
  ☆33Updated 5 years ago
• DylanB95 / statespacer
  statespacer: State Space Modelling in R
  ☆16Updated 2 years ago
• atsa-es / tvvarss
  Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework
  ☆12Updated 4 years ago
• lbelzile / mev
  Modelling extreme values
  ☆15Updated last week
• KevinKotze / tsm
  Time Series Modelling
  ☆24Updated 4 months ago
• tylerJPike / OOS
  Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …
  ☆11Updated 4 years ago
• ceweiss / ForecastComb
  Forecast Combination in R
  ☆29Updated 7 years ago