Gunratan / edgarLinks
Tool for the U.S. SEC EDGAR Retrieval and Parsing of Corporate Filings
☆29Updated last year
Alternatives and similar repositories for edgar
Users that are interested in edgar are comparing it to the libraries listed below
Sorting:
- This is a read-only mirror of the CRAN R package repository. edgar — Tool for the U.S. SEC EDGAR Retrieval and Parsing of Corporate Fil…☆11Updated 7 months ago
- Data and Code for Financial Accounting Research☆17Updated last month
- An R-package for obtaining real-time data from ALFRED database☆19Updated 2 years ago
- BLS API V2 interface☆16Updated 2 years ago
- Dynamic Factor Models for R☆38Updated last month
- Code to incorporate non-compete law changes using Stata, R and Python (Ewens and Marx (2017))☆12Updated 2 years ago
- R package for interacting with the SEC's EDGAR filing search and retrieval system☆79Updated 3 years ago
- This repository hosts the source code for the website tidy-finance.org☆101Updated this week
- A template for reproducible empirical accounting research - fork me!☆27Updated 3 years ago
- statespacer: State Space Modelling in R☆15Updated 2 years ago
- Functions and a R5 class that allows data to be downloaded and uploaded to the LSEG Datastream database via the DSWS server☆23Updated 6 months ago
- I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and inve…☆10Updated 5 years ago
- Penalized Poisson Pseudo Maximum Likelihood☆12Updated 8 months ago
- R package with helper functions for developers and researchers familiar with Tidy Finance☆19Updated this week
- Codes to replicate analysis in Baker & Gelbach (2020)☆11Updated 5 years ago
- R package to estimate time-varying coefficient regressions☆19Updated last month
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆31Updated last month
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆17Updated 2 years ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- Time series forecasting with Lasso-type shrinkage methods☆13Updated 2 weeks ago
- ☆26Updated last week
- Replication code for "The donut effect: How Covid-19 shapes real estate"☆12Updated 2 years ago
- Access DBnomics data series from R. THIS IS A MIRROR REPO, GO TO☆33Updated 5 years ago
- R package for interacting with the IMF RESTful JSON API☆47Updated 2 years ago
- ☆12Updated last year
- Python package to interact with Factiva news-related APIs. Services are described in the Dow Jones Developer Platform.☆18Updated 2 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆22Updated 4 months ago
- An R package for IMF data api☆49Updated last month
- tsDyn☆35Updated 11 months ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆42Updated 2 years ago