Alternatives and similar repositories for tsm:

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

• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated last year
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆35Updated last month
• tylerJPike / sovereign
  State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…
  ☆12Updated 2 years ago
• FanWangEcon / R4Econ
  R Code Examples Multi-dimensional/Panel Data
  ☆22Updated 11 months ago
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆18Updated 5 years ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆34Updated 7 months ago
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆20Updated 9 years ago
• bdemeshev / bvarr
  r package for bayesian VARs
  ☆23Updated 7 years ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆32Updated 4 years ago
• mpfarrho / tvp-network-panel
  TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…
  ☆12Updated 4 years ago
• MartinSpindler / Machine-Learning-in-Econometrics
  Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"
  ☆22Updated 9 years ago
• tylerJPike / OOS
  Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …
  ☆10Updated 4 years ago
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆17Updated last year
• LeopoldoCatania / GAS
  GAS models
  ☆34Updated 3 years ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆32Updated 6 months ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆29Updated 5 months ago
• wmutschl / GMMIndirectInferenceBootstrap
  Course on GMM, Indirect Inference and Bootstrap for Economists (graduate level)
  ☆15Updated 3 years ago
• fditraglia / econ722
  Notes and code for the second part of Econ 722 at UPenn
  ☆18Updated 4 years ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆31Updated 8 months ago
• BayerSe / esback
  Expected Shortfall Backtesting
  ☆12Updated last year
• yukai-yang / PSTR
  an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.
  ☆19Updated last year
• andrewchbaker / Data-Cleans
  This repo has code to do primary data cleaning for Compustat / Crsp from WRDS
  ☆19Updated 4 years ago
• skranz / EconJournalData
  Shiny App to Search for Economics Articles with Data Supplements
  ☆9Updated 3 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆27Updated last year
• pachadotdev / leontief
  Leontief's Input-Output Model in R
  ☆14Updated 10 months ago
• zhentaoshi / C-Lasso
  The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Pa…
  ☆24Updated 3 months ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆18Updated 6 years ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆40Updated 3 years ago
• yuchang0321 / IVQR
  Instrumental Variable Quantile Regression
  ☆12Updated last year
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆48Updated 2 years ago