cranedroesch / panelNNET_preCpp
Semiparametric panel data models using neural networks
☆7Updated 7 years ago
Related projects ⓘ
Alternatives and complementary repositories for panelNNET_preCpp
- This is a read-only mirror of the CRAN R package repository. splm — Econometric Models for Spatial Panel Data☆10Updated 10 months ago
- Dynamic Factor Models for R☆30Updated last month
- R/C++ implementation of Bayes VAR models☆17Updated 5 years ago
- ☆18Updated 6 years ago
- R package to estimate time-varying coefficient regressions☆19Updated last year
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆30Updated 3 weeks ago
- tsDyn☆34Updated 2 weeks ago
- Granger causality testing in High Dimensional Vector Autoregressive Models☆14Updated 5 months ago
- Penalized Quantile Regression☆15Updated 2 weeks ago
- Analysis of the Primiceri (REStud, 2005) model☆28Updated 2 months ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆30Updated last month
- R package for Mixed-Frequency Bayesian VARs☆38Updated 3 years ago
- Stata code for part 2 of the book Causal Inference, by Miguel Hernán and James Robins☆17Updated 2 months ago
- Implementation of Double Machine Learning☆35Updated last year
- R Package for data driven SVAR identification of impulse response functions☆44Updated last year
- r package for bayesian VARs☆22Updated 6 years ago
- Honest inference in regression discontinuity designs☆56Updated 2 months ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆26Updated last year
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆10Updated 3 years ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆20Updated 6 years ago
- Time series forecasting with Lasso-type shrinkage methods☆13Updated last month
- R package for Bayesian Vector Autoregression☆30Updated 4 years ago
- R package for mixed frequency time series data analysis.☆75Updated 2 years ago
- GAS models☆35Updated 3 years ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆98Updated 2 years ago
- Estimation and forecasting of VAR model with the Lasso☆26Updated last year
- Dynamic factor model estimation for R☆23Updated 2 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆14Updated last year
- Estimating Difference-in-Differences in the Presence of Spillovers -- Algorithm in Stata, R and MATLAB☆25Updated 6 years ago
- Double Machine Learning for Multiple Treatments☆39Updated 3 years ago
- ☆40Updated last year