Natsiopoulos / ARDL
ARDL, ECM and Bounds-Test for Cointegration
☆17Updated last year
Related projects ⓘ
Alternatives and complementary repositories for ARDL
- statespacer: State Space Modelling in R☆15Updated last year
- Dynamic Factor Models for R☆30Updated last month
- An R-package for obtaining real-time data from ALFRED database☆20Updated last year
- Leontief's Input-Output Model in R☆12Updated 5 months ago
- R package with helper functions for developers and researchers familiar with Tidy Finance☆13Updated last month
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆14Updated 3 years ago
- Time Series And Econometric Modeling In R☆14Updated 2 months ago
- R package to estimate time-varying coefficient regressions☆19Updated last year
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆12Updated 6 months ago
- BLS API V2 interface☆15Updated last year
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆15Updated last year
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆7Updated 7 months ago
- R Code Examples Multi-dimensional/Panel Data☆22Updated 5 months ago
- tsDyn☆34Updated 2 weeks ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆27Updated last month
- getSymbols() reboot☆16Updated 3 weeks ago
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆13Updated 2 years ago
- Panel Data Econometrics with R☆52Updated 4 months ago
- R/C++ implementation of Bayes VAR models☆17Updated 5 years ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- CRAN Task View: Econometrics☆30Updated 3 months ago
- R package for interacting with the IMF RESTful JSON API☆49Updated last year
- Tools for ILO Open Data via ILOSTAT bulk download facility or SDMX web service☆29Updated 2 months ago
- Multiplicative Interaction Models Diagnostics and Visualization, Producing Flexible Marginal Effect Estimates☆33Updated 3 weeks ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆30Updated last month
- ☆16Updated 2 months ago
- Shiny App to Search for Economics Articles with Data Supplements☆10Updated 2 years ago
- Data Science for Economists and Other Animals☆29Updated 3 years ago
- Dedicated ggplot2 methods for fixest model objects☆43Updated 10 months ago
- R data sets for "Principles of Econometrics" by Hill, Griffiths, and Lim, 4e, Wiley☆41Updated 8 years ago