Alternatives and similar repositories for tsDyn:

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

• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆31Updated 4 months ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆38Updated 3 years ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated last year
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆27Updated 2 months ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆31Updated 4 months ago
• onnokleen / alfred
  An R-package for obtaining real-time data from ALFRED database
  ☆19Updated last year
• zedtaha / nardl
  nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model
  ☆14Updated 3 years ago
• bpfaff / vars
  Multivariate Time Series Models: VAR, SVAR and SVEC
  ☆43Updated 2 years ago
• DylanB95 / statespacer
  statespacer: State Space Modelling in R
  ☆15Updated 2 years ago
• boennecd / rollRegres
  R package for fast rolling and expanding linear regression models
  ☆22Updated 2 years ago
• fcbarbi / ardl
  R Package for Auto Regressive Distributed Lag time series regression.
  ☆17Updated 2 years ago
• christophergandrud / imfr
  R package for interacting with the IMF RESTful JSON API
  ☆48Updated last year
• groditi / blsR
  BLS API V2 interface
  ☆14Updated last year
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆26Updated last year
• gregorkastner / stochvol
  Partial re-write of the R package stochvol to allow for asymmetry (leverage).
  ☆15Updated 3 months ago
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆51Updated 3 months ago
• bdemeshev / bvarr
  r package for bayesian VARs
  ☆22Updated 7 years ago
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆46Updated 2 years ago
• chenyang45 / BoostedHP
  packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"
  ☆12Updated 2 years ago
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆31Updated 4 years ago
• nmecsys / nowcasting
  R package for Dynamic Factor Models with mixed frequencies and unbalanced panel
  ☆101Updated 2 years ago
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆17Updated 5 years ago
• kolesarm / Robust-Small-Sample-Standard-Errors
  Degrees of freedom adjustments for robust standard errors described in Imbens and Kolesár (2016, Review of Economics and Statistics)
  ☆31Updated last month
• sgaure / lfe
  Source code repository for the R package lfe on CRAN.
  ☆53Updated last year
• ycroissant / plm
  Panel Data Econometrics with R
  ☆57Updated this week
• cran-task-views / Econometrics
  CRAN Task View: Econometrics
  ☆31Updated last week
• alexiosg / rugarch
  Univariate GARCH models in R
  ☆26Updated last month
• paulofelipe / cp2015
  Caliendo and Parro (2015) quantitative trade model in R.
  ☆9Updated 2 months ago
• insongkim / wfe
  ☆20Updated 4 years ago
• heimbergecon / pubdebt-growth
  This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…
  ☆15Updated 2 years ago