packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"
☆12Nov 2, 2022Updated 3 years ago
Alternatives and similar repositories for BoostedHP
Users that are interested in BoostedHP are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"☆31Jan 15, 2023Updated 3 years ago
- Time series forecasting with Lasso-type shrinkage methods☆13Jun 23, 2026Updated 3 weeks ago
- Bank of England Chart Themes and Styles for 'ggplot2'☆13May 8, 2024Updated 2 years ago
- Econ5821 2026☆17Jun 10, 2026Updated last month
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆14Apr 17, 2021Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- R Package for Bootstrap Unit Root Tests☆10Jun 26, 2026Updated 3 weeks ago
- This is a read-only mirror of the CRAN R package repository. rumidas — Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MI…☆12Mar 18, 2025Updated last year
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆18Aug 31, 2023Updated 2 years ago
- A terribly-simple data base for time series☆14Mar 25, 2026Updated 3 months ago
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- Forecast Combination in R☆28Aug 3, 2018Updated 7 years ago
- R package for Mixed-Frequency Bayesian VARs☆46May 11, 2021Updated 5 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Socio-economic network and hypergraph statistics in R☆12Jun 5, 2018Updated 8 years ago
- API Client for US Treasury Fiscal Data☆10Jan 28, 2024Updated 2 years ago
- Estimation and forecasting of VAR model with the Lasso☆33Nov 19, 2025Updated 8 months ago
- R Based Data Science Training Delivered to the Ugandan Ministry of Finance and Bureau of Statistics☆11Aug 18, 2021Updated 4 years ago
- Multivariate models for forecasting purposes☆12Nov 21, 2025Updated 7 months ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆19Apr 11, 2026Updated 3 months ago
- Stationarity check using the Augmented Dickey-Fuller test from Scratch in Python☆16May 29, 2021Updated 5 years ago
- Tidymodels for Nested/Panel Data☆13Sep 30, 2023Updated 2 years ago
- R package for interacting with the IMF RESTful JSON API☆48Apr 4, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆11Nov 18, 2024Updated last year
- parallel execution of RSelenium☆14Apr 22, 2025Updated last year
- ggplot2 Functions to Create Tufte Style Sparklines☆13May 13, 2024Updated 2 years ago
- ☆10Jan 26, 2025Updated last year
- Enhanced Portfolio Optimization (EPO)☆18Mar 5, 2024Updated 2 years ago
- Multivariate GARCH Models☆18Aug 31, 2025Updated 10 months ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆35Jan 3, 2026Updated 6 months ago
- An R package for extreme quantile regression with random forests☆12Dec 2, 2024Updated last year
- Penalized Poisson Pseudo Maximum Likelihood☆14Feb 10, 2025Updated last year
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.☆23Jul 6, 2026Updated 2 weeks ago
- MCMC estimation of Bayesian Vectorautoregressions☆11Mar 3, 2026Updated 4 months ago
- Magical string interpolation☆17Apr 18, 2025Updated last year
- Repository for dev version of GetBCBData☆16Feb 2, 2026Updated 5 months ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆38Oct 30, 2025Updated 8 months ago
- R package to estimate time-varying coefficient regressions☆21Mar 11, 2026Updated 4 months ago
- RSNNS: Neural Networks in R using the Stuttgart Neural Network Simulator (SNNS)☆27Jan 29, 2026Updated 5 months ago