DylanB95 / statespacer
statespacer: State Space Modelling in R
☆15Updated 2 years ago
Alternatives and similar repositories for statespacer
Users that are interested in statespacer are comparing it to the libraries listed below
Sorting:
- An R-package for obtaining real-time data from ALFRED database☆19Updated 2 years ago
- Dynamic Factor Models for R☆35Updated this week
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆29Updated 5 months ago
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆9Updated last year
- BLS API V2 interface☆14Updated last year
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆15Updated 2 years ago
- R package to estimate time-varying coefficient regressions☆19Updated last year
- tsDyn☆34Updated 6 months ago
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- Time Series And Econometric Modeling In R☆17Updated 5 months ago
- Degrees of freedom adjustments for robust standard errors described in Imbens and Kolesár (2016, Review of Economics and Statistics)☆31Updated 4 months ago
- R package for the Synthetic Control Using Lasso (SCUL) estimator from Hollingsworth and Wing (2020)☆24Updated last year
- Error Handling Made Easy☆27Updated 3 weeks ago
- Multiple Treatment Effects Regression☆16Updated 5 months ago
- Dedicated ggplot2 methods for fixest model objects☆51Updated 3 months ago
- R package for interacting with the IMF RESTful JSON API☆48Updated 2 years ago
- Nice distribution plots with minimum user input☆16Updated last year
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13Updated last year
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- R package for Mixed-Frequency Bayesian VARs☆41Updated 4 years ago
- ddml: Double/Debiased Machine Learning in R☆19Updated last week
- The Fast Kalman Filter (FKF) package for R☆12Updated 8 months ago
- Data Science for Economists and Other Animals☆28Updated 3 years ago
- 2SLS Regression with Diagnostics in R☆21Updated 3 months ago
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆15Updated 3 years ago
- Inference in instrumental variables models robust to many instruments☆11Updated 4 years ago
- Shiny App to Search for Economics Articles with Data Supplements☆9Updated 3 years ago
- an R interface to Refinitv Eikon and Refinitiv DataStream☆11Updated last month
- R Package for data driven SVAR identification of impulse response functions☆48Updated 2 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Updated 7 months ago