Alternatives and similar repositories for bvarr

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

• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆38Updated last week
• bpfaff / vars
  Multivariate Time Series Models: VAR, SVAR and SVEC
  ☆44Updated 3 years ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated 8 months ago
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆21Updated 5 years ago
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆20Updated 9 years ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆32Updated 9 months ago
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆56Updated 7 months ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆41Updated 4 years ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆29Updated 6 months ago
• AdaemmerP / lpirfs
  ☆47Updated 3 months ago
• LeopoldoCatania / GAS
  GAS models
  ☆34Updated 4 years ago
• tlamadon / econr-notes
  Notes on solving and estimating economic model with heterogeneous agents using R and C++
  ☆16Updated 10 years ago
• MatthieuStigler / tsDyn
  tsDyn
  ☆34Updated 7 months ago
• FixedEffects / FixedEffectjlr
  R interface for Fixed Effect Models
  ☆21Updated 5 years ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated last year
• XiaoouPan / conquer
  Convolution-type Smoothed Quantile Regression
  ☆21Updated 2 years ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆32Updated 4 years ago
• kthohr / BMR
  Bayesian Macroeconometrics in R
  ☆88Updated 2 years ago
• thomaswiemann / ddml
  ddml: Double/Debiased Machine Learning in R
  ☆20Updated last month
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆48Updated 2 years ago
• yuchang0321 / IVQR
  Instrumental Variable Quantile Regression
  ☆12Updated last year
• KevinKotze / tsm
  Time Series Modelling
  ☆24Updated 11 months ago
• ubcecon / ECON628_2018
  ☆20Updated 6 years ago
• BayerSe / esback
  Expected Shortfall Backtesting
  ☆12Updated last year
• kolesarm / ManyIV
  Inference in instrumental variables models robust to many instruments
  ☆11Updated last week
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆34Updated 5 years ago
• tyleransom / Julia
  Intro files for beginners hoping to learn Julia
  ☆20Updated 8 years ago
• johnson-shuffle / mixtape-code
  Code for Causal Inference: The Mixtape by Scott Cunningham
  ☆27Updated 6 years ago
• floswald / ScPoProgramming
  ☆11Updated 8 months ago
• fditraglia / econ722
  Notes and code for the second part of Econ 722 at UPenn
  ☆19Updated 4 years ago