bdemeshev / bvarrLinks
r package for bayesian VARs
☆23Updated 8 years ago
Alternatives and similar repositories for bvarr
Users that are interested in bvarr are comparing it to the libraries listed below
Sorting:
- Dynamic Factor Models for R☆40Updated last month
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated last year
- Multivariate Time Series Models: VAR, SVAR and SVEC☆45Updated 3 years ago
- R/C++ implementation of Bayes VAR models☆21Updated 6 years ago
- Bayesian Macroeconometrics in R☆91Updated 3 years ago
- Inference in instrumental variables models robust to many instruments☆13Updated 6 months ago
- GAS models☆35Updated 4 years ago
- R package for Mixed-Frequency Bayesian VARs☆43Updated 4 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆31Updated last month
- Optimized regression discontinuity designs☆30Updated 3 years ago
- Analysis of the Primiceri (REStud, 2005) model☆32Updated last year
- R data sets for "Principles of Econometrics" by Hill, Griffiths, and Lim, 4e, Wiley☆43Updated 9 years ago
- Instrumental Variable Quantile Regression☆12Updated 2 years ago
- R interface for Fixed Effect Models☆22Updated 5 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆29Updated 2 years ago
- R companion to Angrist Pischke Mostly Harmless econometrics☆34Updated 10 years ago
- Notes on solving and estimating economic model with heterogeneous agents using R and C++☆16Updated 11 years ago
- Robust empirical Bayes confidence intervals☆11Updated last year
- Dynamic factor model estimation for R☆24Updated 3 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆16Updated 4 months ago
- R Package for data driven SVAR identification of impulse response functions☆51Updated 2 months ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆44Updated 2 years ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆55Updated last year
- Degrees of freedom adjustments for robust standard errors described in Imbens and Kolesár (2016, Review of Economics and Statistics)☆31Updated last year
- Set of R functions for high-dimensional econometrics☆37Updated 5 years ago
- ddml: Double/Debiased Machine Learning in R☆20Updated 2 weeks ago
- Convolution-type Smoothed Quantile Regression☆23Updated 2 years ago
- tsDyn☆35Updated last year
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13Updated last year
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆27Updated 6 months ago