bssherwood / rqpenLinks
Penalized Quantile Regression
☆15Updated 5 months ago
Alternatives and similar repositories for rqpen
Users that are interested in rqpen are comparing it to the libraries listed below
Sorting:
- R package for Mixed-Frequency Bayesian VARs☆42Updated 4 years ago
- R package to estimate time-varying coefficient regressions☆19Updated 2 years ago
- R package for mixed frequency time series data analysis.☆78Updated 4 months ago
- R Package for data driven SVAR identification of impulse response functions☆48Updated 2 years ago
- Dynamic Factor Models for R☆39Updated last month
- DoubleML - Double Machine Learning in R☆150Updated 3 months ago
- Time series forecasting with Lasso-type shrinkage methods☆13Updated last month
- tsDyn☆34Updated 9 months ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆29Updated 8 months ago
- 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 10 months ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆102Updated 3 years ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆17Updated last week
- R/C++ implementation of Bayes VAR models☆22Updated 5 years ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆56Updated 8 months ago
- Panel Data Econometrics with R☆64Updated 4 months ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28Updated 2 years ago
- Dimension Reduction Methods for Multivariate Time Series☆60Updated 2 months ago
- Univariate GARCH models in R☆28Updated last month
- Expected Shortfall Backtesting☆12Updated last year
- Sensitivity analysis tools for causal ML☆17Updated 2 weeks ago
- Set of R functions for high-dimensional econometrics☆36Updated 5 years ago
- Leontief's Input-Output Model in R☆17Updated last year
- A package for shrinkage estimation of covariance matrices☆12Updated last year
- Modelling extreme values☆15Updated last month
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- ☆44Updated 2 years ago
- R package to implement high-dimensional confounding adjustment using continuous spike and slab priors☆10Updated 5 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆17Updated last year
- ☆18Updated 6 years ago