bdemeshev / bvarrLinks
r package for bayesian VARs
☆23Updated 7 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☆39Updated last week
- Multivariate Time Series Models: VAR, SVAR and SVEC☆45Updated 3 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated last year
- R/C++ implementation of Bayes VAR models☆22Updated 5 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆31Updated last week
- GAS models☆35Updated 4 years ago
- Inference in instrumental variables models robust to many instruments☆11Updated 3 months ago
- Instrumental Variable Quantile Regression☆12Updated 2 years ago
- Bayesian Macroeconometrics in R☆91Updated 3 years ago
- R interface for Fixed Effect Models☆22Updated 5 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
- Analysis of the Primiceri (REStud, 2005) model☆32Updated last year
- R companion to Angrist Pischke Mostly Harmless econometrics☆34Updated 10 years ago
- R package for Mixed-Frequency Bayesian VARs☆42Updated 4 years ago
- Convolution-type Smoothed Quantile Regression☆23Updated 2 years ago
- Nice distribution plots with minimum user input☆18Updated 2 months ago
- Optimized regression discontinuity designs☆30Updated 2 years ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆57Updated 10 months ago
- Time Series Modelling☆25Updated 2 months ago
- R package to estimate time-varying coefficient regressions☆19Updated last week
- ddml: Double/Debiased Machine Learning in R☆20Updated 2 months ago
- Expected Shortfall Backtesting☆12Updated 2 years ago
- Dynamic factor model estimation for R☆24Updated 2 years ago
- R Package for data driven SVAR identification of impulse response functions☆49Updated last month
- An R-package for fitting glm's with high-dimensional k-way fixed effects☆46Updated last year
- R data sets for "Principles of Econometrics" by Hill, Griffiths, and Lim, 4e, Wiley☆43Updated 9 years ago
- R package for Regresssion Design Discontinuity☆38Updated last year
- tsDyn☆35Updated 11 months ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆29Updated 2 years ago