carloscinelli / NetworkRiskMeasuresLinks
Implements risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.
☆73Updated 5 years ago
Alternatives and similar repositories for NetworkRiskMeasures
Users that are interested in NetworkRiskMeasures are comparing it to the libraries listed below
Sorting:
- R package for mixed frequency time series data analysis.☆80Updated 7 months ago
- Dimension Reduction Methods for Multivariate Time Series☆61Updated 6 months ago
- International Trade Network Analysis in R. This package can clean and transform international trade data from WITS (http://wits.worldbank…☆54Updated last month
- ☆44Updated 4 years ago
- R Package for Auto Regressive Distributed Lag time series regression.☆17Updated 3 years ago
- Double Machine Learning for Multiple Treatments☆41Updated 4 years ago
- ☆47Updated 2 years ago
- Implementation of Double Machine Learning☆36Updated 7 months ago
- R package for doubly robust estimates of causal effects in high-dimensions using flexible Bayesian methods☆27Updated last year
- A package for Bayesian causal inference with time-series cross-sectional data☆26Updated last year
- R package to estimate time-varying coefficient regressions☆19Updated last month
- Expected Shortfall Backtesting☆12Updated 2 years ago
- Estimation and forecasting of VAR model with the Lasso☆32Updated 6 months ago
- tsDyn☆35Updated last year
- lvm4net Latent Variable Models for Networks☆11Updated 3 years ago
- Code associated with paper: Orthogonal Machine Learning for Demand Estimation: High-Dimensional Causal Inference in Dynamic Panels, Seme…☆27Updated 2 years ago
- R implementation to the netinf algorithm. Infers the most likely diffusion network from a set of events☆24Updated 6 years ago
- GAS models☆35Updated 4 years ago
- Leontief's Input-Output Model in R☆18Updated 2 months ago
- Granger causality testing in High Dimensional Vector Autoregressive Models☆16Updated last year
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆43Updated 2 years ago
- Quasi-Oracle Estimation of Heterogeneous Treatment Effects☆118Updated 4 years ago
- Now updated prior to the version on CRAN.☆14Updated last year
- Policy learning via doubly robust empirical welfare maximization over trees☆85Updated 4 months ago
- Approximately balanced estimation of average treatment effects in high dimensions.☆35Updated 4 years ago
- Dynamic factor model estimation for R☆24Updated 3 years ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆102Updated 3 years ago
- ☆95Updated last year
- Hierarchically Regularized Entropy Balancing☆11Updated 2 months ago
- This package implements both the discrete and continuous maximum likelihood estimators for fitting the power-law distribution to data. Ad…☆113Updated 9 months ago