Alternatives and similar repositories for uw_madison_qual

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

• bssherwood / rqpen
  Penalized Quantile Regression
  ☆19Updated 8 months ago
• MikeWolf007 / covShrinkage
  A package for shrinkage estimation of covariance matrices
  ☆13Updated last year
• forestry-labs / causalToolbox
  ☆47Updated 2 years ago
• BayerSe / esback
  Expected Shortfall Backtesting
  ☆12Updated 2 years ago
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆37Updated 5 years ago
• DoubleML / doubleml-for-r
  DoubleML - Double Machine Learning in R
  ☆154Updated 6 months ago
• msperlin / GARCH-RAC
  Repository for GARCH tutorial paper in RAC
  ☆31Updated 5 years ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆42Updated 4 years ago
• mpiktas / midasr
  R package for mixed frequency time series data analysis.
  ☆80Updated 7 months ago
• nmecsys / nowcasting
  R package for Dynamic Factor Models with mixed frequencies and unbalanced panel
  ☆102Updated 3 years ago
• resteorts / modern-bayes
  Modern Bayesian statistics, STA 360/602, Duke University, Department of Statistical Science
  ☆78Updated last week
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆56Updated 11 months ago
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆50Updated 3 weeks ago
• alexiosg / rugarch
  Univariate GARCH models in R
  ☆29Updated 4 months ago
• cykbennie / fbi
  Factor-Based Imputation for Missing Data
  ☆59Updated 9 months ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆38Updated last month
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated last month
• kjartako / MS_VAR
  Stan-code for Markov-switching vector autoregressive models
  ☆20Updated 5 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆29Updated 2 years ago
• jantonelli111 / DoublyRobustHD
  R package for doubly robust estimates of causal effects in high-dimensions using flexible Bayesian methods
  ☆27Updated 11 months ago
• ycroissant / plm
  Panel Data Econometrics with R
  ☆64Updated 2 months ago
• ehkennedy / npcausal
  ☆95Updated last year
• mikenguyen13 / data_analysis
  Streamline a data analysis process
  ☆83Updated this week
• mmarouen / The-Elements-Of-Statistical-Learning
  This repository contains R code for exercices and plots in the famous book.
  ☆46Updated 2 years ago
• stablemarkets / BayesianTutorials
  Implementing MCMC sampling from scratch in R for various Bayesian models
  ☆112Updated last year
• WhitesPhD / BayesianModelSelection
  ☆33Updated 2 years ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆30Updated last week
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆17Updated 2 years ago
• atsa-es / atsa
  Applied Time Series Analysis - course website repository.
  ☆18Updated 5 months ago
• bpfaff / vars
  Multivariate Time Series Models: VAR, SVAR and SVEC
  ☆45Updated 3 years ago