LeopoldoCatania / GASLinks
GAS models
☆34Updated 4 years ago
Alternatives and similar repositories for GAS
Users that are interested in GAS are comparing it to the libraries listed below
Sorting:
- Time Series Modelling☆24Updated 11 months ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated 10 months ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆39Updated last year
- r package for bayesian VARs☆23Updated 7 years ago
- KFAS: R Package for Exponential Family State Space Models☆66Updated last month
- Convolution-type Smoothed Quantile Regression☆21Updated 2 years ago
- R package for mixed frequency time series data analysis.☆77Updated 3 months ago
- Dynamic factor model estimation for R☆23Updated 2 years ago
- Expected Shortfall Backtesting☆12Updated last year
- Bayesian Macroeconometrics in R☆89Updated 2 years ago
- R package to estimate time-varying coefficient regressions☆19Updated last year
- Dynamic Factor Models for R☆38Updated 3 weeks ago
- Dimension Reduction Methods for Multivariate Time Series☆59Updated last month
- Univariate GARCH models in R☆28Updated last month
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆56Updated 8 months ago
- R package for Mixed-Frequency Bayesian VARs☆41Updated 4 years ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆101Updated 3 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated 9 months ago
- R/C++ implementation of Bayes VAR models☆21Updated 5 years ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆44Updated 3 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆29Updated 7 months ago
- Time series forecasting with Lasso-type shrinkage methods☆13Updated 3 weeks ago
- R package for Bayesian Vector Autoregression☆32Updated 5 years ago
- Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"☆29Updated 2 years ago
- Set of R functions for high-dimensional econometrics☆35Updated 5 years ago
- Vector Autoregression augmented with deep learning.☆16Updated last year
- Sparse estimation of large time series models☆31Updated last year
- R interface for Fixed Effect Models☆21Updated 5 years ago
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆31Updated 4 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28Updated 2 years ago