Alternatives and similar repositories for svars

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

• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆35Updated this week
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆34Updated 7 months ago
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆55Updated 6 months ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆41Updated 4 years ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆31Updated 8 months ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆32Updated 6 months ago
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆20Updated 9 years ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆32Updated 4 years ago
• kolesarm / RDHonest
  Honest inference in regression discontinuity designs
  ☆61Updated 4 months ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆29Updated 5 months ago
• bpfaff / vars
  Multivariate Time Series Models: VAR, SVAR and SVEC
  ☆43Updated 3 years ago
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆18Updated 5 years ago
• andrewchbaker / JFE_DID
  This repo contains the code to replicate the analyses in Baker, Larcker, Wang.
  ☆49Updated 3 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆27Updated last year
• bcallaway11 / ife
  Treatment Effects in Interactive Fixed Effects Model
  ☆17Updated 2 months ago
• bsvars / bsvars
  Bayesian Estimation of Structural Vector Autoregressive Models
  ☆49Updated last month
• ojorda / JEL-Code
  Local Projections by Oscar Jorda and Alan Taylor. STATA code
  ☆30Updated 8 months ago
• JanDitzen / xtdcce2
  Estimating Dynamic Common Correlated Effects Models in Stata
  ☆29Updated 4 months ago
• bcallaway11 / did_chapter
  Code for DID chapter
  ☆11Updated last year
• AdaemmerP / lpirfs
  ☆47Updated last month
• MartinSpindler / Machine-Learning-in-Econometrics
  Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"
  ☆22Updated 9 years ago
• kolesarm / 517
  Econometric Theory I
  ☆22Updated 7 months ago
• jeremylhour / pensynth
  A Penalized Synthetic Control Estimator for Disaggregated Data (JASA, 2021)
  ☆35Updated 2 months ago
• andrewchbaker / DiD_Codes
  This repo contains the codes for Baker, Larcker, Wang - "How Much Should We Trust Staggered Difference-in-Differences Estimates?"
  ☆50Updated 4 years ago
• lachlandeer / hayashir
  R Companion to the textbook "Econometrics" by Fumio Hayashi
  ☆36Updated 2 years ago
• MCKnaus / CATEs
  Machine Learning Estimation of Heterogeneous Causal Effects
  ☆24Updated 3 years ago
• matthieugomez / regife
  Stata command to estimate models with interactive fixed effects (Bai 2009)
  ☆22Updated 3 years ago
• MatthieuStigler / tsDyn
  tsDyn
  ☆34Updated 6 months ago
• edrubin / EC607S21
  Causal-inference oriented doctoral econometrics course at UO
  ☆82Updated 3 years ago
• nppackages / scpi
  Prediction and inference procedures for synthetic control methods with multiple treated units and staggered adoption.
  ☆33Updated 3 months ago