Alternatives and similar repositories for tspdlib:

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

• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆32Updated last week
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆30Updated 4 years ago
• tyleransom / DScourseS21
  ECON 5253: Data Science for Economists, University of Oklahoma (Spring 2021)
  ☆46Updated 3 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆27Updated last year
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated last year
• kwuthrich / scinference
  Inference for synthetic controls
  ☆39Updated 3 years ago
• MartinSpindler / Machine-Learning-in-Econometrics
  Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"
  ☆22Updated 8 years ago
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆17Updated 5 years ago
• onnokleen / alfred
  An R-package for obtaining real-time data from ALFRED database
  ☆19Updated 2 years ago
• jstriaukas / midasml
  midasml package is dedicated to run predictive high-dimensional mixed data sampling models
  ☆37Updated last year
• KevinKotze / tsm
  Time Series Modelling
  ☆24Updated 7 months ago
• lucabarbaglia / FiGASR
  Lexicon-based Sentiment Analysis for Economic and Financial Applications in R
  ☆23Updated last year
• pat-alt / deepvars
  Vector Autoregression augmented with deep learning.
  ☆15Updated last year
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆31Updated 5 months ago
• FanWangEcon / R4Econ
  R Code Examples Multi-dimensional/Panel Data
  ☆22Updated 10 months ago
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆14Updated last year
• eleanormurray / causalinferencebook_stata
  Stata code for part 2 of the book Causal Inference, by Miguel Hernán and James Robins
  ☆18Updated 7 months ago
• itamarcaspi / experimentdatar
  Datasets used in the AEA 2018 Continuing Education "Machine Learming and Econometrics" (Athey and Imbens, 2018)
  ☆12Updated 6 years ago
• jeremylhour / hdmetrics
  Machine Learning for Econometrics -- ENSAE Paris
  ☆23Updated 5 years ago
• bryangraham / netrics
  A Python 3.7 package for the econometric analysis of networks
  ☆22Updated 5 months ago
• damiancclarke / cdifdif
  Estimating Difference-in-Differences in the Presence of Spillovers -- Algorithm in Stata, R and MATLAB
  ☆25Updated 7 years ago
• edrubin / EC607S21
  Causal-inference oriented doctoral econometrics course at UO
  ☆82Updated 3 years ago
• JanDitzen / xtbreak
  Testing and Estimation of structural breaks in Stata
  ☆19Updated 3 weeks ago
• pachadotdev / leontief
  Leontief's Input-Output Model in R
  ☆14Updated 9 months ago
• Marga8 / HDGCvar
  Granger causality testing in High Dimensional Vector Autoregressive Models
  ☆15Updated 10 months ago
• davidrpugh / econometrics-labs
  Graduate level econometrics labs in Python/R
  ☆44Updated 12 years ago
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆46Updated 2 years ago
• shuo-zhang-ucsb / did_multiplegt
  Estimation in sharp Difference-in-Difference designs with multiple groups and periods
  ☆20Updated 4 years ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆30Updated 6 months ago