dhopp1 / nowcastLSTMLinks
R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.
☆13Updated last year
Alternatives and similar repositories for nowcastLSTM
Users that are interested in nowcastLSTM are comparing it to the libraries listed below
Sorting:
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- statespacer: State Space Modelling in R☆15Updated 2 years ago
- Dynamic Factor Models for R☆39Updated 2 weeks ago
- R/C++ implementation of Bayes VAR models☆22Updated 5 years ago
- R package for Mixed-Frequency Bayesian VARs☆42Updated 4 years ago
- R package to estimate time-varying coefficient regressions☆19Updated 2 years ago
- Leontief's Input-Output Model in R☆17Updated last year
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆16Updated this week
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆13Updated 4 years ago
- I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and inve…☆10Updated 5 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆29Updated 8 months ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28Updated 2 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated 10 months ago
- CRAN Task View: Econometrics☆34Updated 4 months ago
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆16Updated 2 years ago
- Statistical Tools for Causal Inference☆40Updated 5 months ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆21Updated 2 months ago
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆10Updated 4 years ago
- Nice distribution plots with minimum user input☆18Updated last month
- Dashboard: Macroeconomic Data of Brazil☆11Updated 2 years ago
- Paper repository for "Double Robust Two-Way Fixed Effect Regression for Panel Data"☆10Updated last year
- ☆16Updated last year
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆15Updated 2 years ago
- tsDyn☆34Updated 9 months ago
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆15Updated 4 years ago
- ddml: Double/Debiased Machine Learning in R☆20Updated 3 weeks ago
- Penalized Poisson Pseudo Maximum Likelihood☆12Updated 6 months ago
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆17Updated last year
- Penalized Quantile Regression☆15Updated 6 months ago