LeopoldoCatania / GASLinks
GAS models
☆35Updated 4 years ago
Alternatives and similar repositories for GAS
Users that are interested in GAS are comparing it to the libraries listed below
Sorting:
- r package for bayesian VARs☆23Updated 7 years ago
- Dynamic factor model estimation for R☆24Updated 3 years ago
- KFAS: R Package for Exponential Family State Space Models☆69Updated 5 months ago
- Time Series Modelling☆24Updated 3 months ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆42Updated 2 years ago
- R package for mixed frequency time series data analysis.☆80Updated 6 months ago
- Univariate GARCH models in R☆29Updated 4 months ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated last year
- Bayesian Macroeconometrics in R☆90Updated 3 years ago
- Expected Shortfall Backtesting☆12Updated 2 years ago
- R package to estimate time-varying coefficient regressions☆19Updated last month
- Multivariate Time Series Models: VAR, SVAR and SVEC☆45Updated 3 years ago
- Convolution-type Smoothed Quantile Regression☆23Updated 2 years ago
- R package for Mixed-Frequency Bayesian VARs☆42Updated 4 years ago
- R/C++ implementation of Bayes VAR models☆22Updated 5 years ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆102Updated 3 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆30Updated last month
- Dynamic Factor Models for R☆38Updated last month
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆56Updated 11 months ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- Dimension Reduction Methods for Multivariate Time Series☆61Updated 5 months ago
- Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"☆29Updated 2 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated last year
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆29Updated 2 years ago
- Bayesian Estimation of Structural Vector Autoregressive Models☆57Updated this week
- A package for shrinkage estimation of covariance matrices☆12Updated last year
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- Set of R functions for high-dimensional econometrics☆37Updated 5 years ago
- An R package for conducting event studies and a platform for methodological research on event studies.☆33Updated 2 years ago