statespacer: State Space Modelling in R
☆17Jan 27, 2023Updated 3 years ago
Alternatives and similar repositories for statespacer
Users that are interested in statespacer are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆11Mar 30, 2021Updated 5 years ago
- Univariate GARCH models in R☆33Jul 18, 2026Updated 3 months ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- R Package for Bootstrap Unit Root Tests☆10Jun 26, 2026Updated 4 months ago
- Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"☆31Jan 15, 2023Updated 3 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆17Sep 1, 2022Updated 4 years ago
- R package to estimate time-varying coefficient regressions☆21Updated this week
- Dashboard: Macroeconomic Data of Brazil☆12Dec 31, 2022Updated 3 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆33Sep 3, 2026Updated 2 months ago
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆18Oct 13, 2026Updated 3 weeks ago
- Dynamic Factor Models for R☆48Jun 18, 2026Updated 4 months ago
- GARCH models estimated using autodiff.☆20Oct 9, 2026Updated 3 weeks ago
- Tidymodels for Nested/Panel Data☆13Sep 30, 2023Updated 3 years ago
- Portfolio Allocation through Hierarchical Clustering-Based Strategies☆11Oct 12, 2026Updated 3 weeks ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Bayesian Macroeconometrics in R☆93Jul 18, 2022Updated 4 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated last year
- Intro to git for scientists and other regular people☆12Nov 1, 2021Updated 5 years ago
- Time Series And Econometric Modeling In R☆22Nov 3, 2025Updated last year
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- Replication files for numerical solution in "Monetary Policy, Segmentation, and the Term Structure"☆14Jul 27, 2026Updated 3 months ago
- Seamless R and C++ integration for the sparse matrix dgCMatrix class☆12Jul 1, 2022Updated 4 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28May 23, 2023Updated 3 years ago
- MARTIN Macro Model in R☆13Jul 17, 2026Updated 3 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Forest/Tree Data Frames☆14Jul 19, 2026Updated 3 months ago
- Forecast Reconciliation - Classical (bottom-up), optimal and heuristic combination forecast reconciliation procedures for cross-sectional…☆41Oct 21, 2026Updated last week
- R package for interacting with the IMF RESTful JSON API☆48Apr 4, 2023Updated 3 years ago
- Fast and lightweight R6 parameter interface☆12Aug 28, 2022Updated 4 years ago
- ☆12Apr 4, 2024Updated 2 years ago
- API Client for US Treasury Fiscal Data☆10Jan 28, 2024Updated 2 years ago
- getSymbols() reboot☆17Oct 17, 2024Updated 2 years ago
- darklplot for R☆15Jul 3, 2020Updated 6 years ago
- Analysis of the Primiceri (REStud, 2005) model☆32Sep 5, 2024Updated 2 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- R code to perform the Lee Strazicich unit root test☆10Aug 8, 2017Updated 9 years ago
- Datasets used in the AEA 2018 Continuing Education "Machine Learming and Econometrics" (Athey and Imbens, 2018)☆13Mar 9, 2019Updated 7 years ago
- R Package for General-to-Specific (GETS) modelling and Indicator Saturation (ISAT) methods☆10Aug 6, 2026Updated 2 months ago
- A bridge between the keras and tidymodels frameworks☆12Sep 3, 2026Updated 2 months ago
- R Based Data Science Training Delivered to the Ugandan Ministry of Finance and Bureau of Statistics☆11Aug 18, 2021Updated 5 years ago
- Roslyn-based Excel AddIn that allows to write, compile, and run C# code right in Excel using simple user-defined functions☆14Jan 23, 2017Updated 9 years ago