Julia codes in "High-dimensional vector autoregressive time series modeling via tensor decomposition"
☆14Jul 6, 2023Updated 2 years ago
Alternatives and similar repositories for VAR-Tensor
Users that are interested in VAR-Tensor are comparing it to the libraries listed below
Sorting:
- This is a read-only mirror of the CRAN R package repository. splm — Econometric Models for Spatial Panel Data☆10Dec 21, 2023Updated 2 years ago
- Granger causality testing in High Dimensional Vector Autoregressive Models☆16May 20, 2024Updated last year
- ☆18Sep 12, 2018Updated 7 years ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆13Apr 17, 2021Updated 4 years ago
- ☆29Dec 15, 2023Updated 2 years ago
- Estimating Dynamic Common Correlated Effects Models in Stata☆32Aug 15, 2025Updated 6 months ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- Repository hosing the carbon policy shocks identified in Känzig (2023)☆13Jun 2, 2025Updated 9 months ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- R Package for Bootstrap Unit Root Tests☆10May 5, 2025Updated 9 months ago
- Short course on dimension reduction for AMSI☆35Dec 7, 2022Updated 3 years ago
- Mass spectrometry imaging and complementary techniques open collaboration☆20Dec 17, 2021Updated 4 years ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Jan 11, 2018Updated 8 years ago
- ☆10Jul 9, 2025Updated 7 months ago
- The code for network autoregression model (NAR)☆10May 12, 2016Updated 9 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- ☆11Jan 7, 2021Updated 5 years ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆44Sep 26, 2023Updated 2 years ago
- ☆12May 20, 2023Updated 2 years ago
- Einstein Summation for Arrays in R☆12Aug 31, 2023Updated 2 years ago
- Scatterbar - data visualization for proportional data across many spatially resolved coordinates☆11Mar 3, 2025Updated 11 months ago
- WinEdt plugin for previewing current paragraph☆10Nov 8, 2019Updated 6 years ago
- ☆10Apr 27, 2025Updated 10 months ago
- Dynamic Programming and Computational Economics☆13Sep 6, 2023Updated 2 years ago
- ☆10Jul 29, 2020Updated 5 years ago
- Quantile Local Projections☆12Aug 8, 2022Updated 3 years ago
- Decision support for the design of patient-centered research, allowing you to blend different methods an answer novel and meaningful pati…☆12Feb 3, 2023Updated 3 years ago
- We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a pop…☆10Jun 8, 2020Updated 5 years ago
- Out-of-Core Principal Component Analysis☆19Dec 25, 2017Updated 8 years ago
- Random forests for longitudinal data using stochastic semiparametric miced-model☆11May 15, 2022Updated 3 years ago
- ☆15Jun 17, 2021Updated 4 years ago
- Code for DID chapter☆11May 30, 2023Updated 2 years ago
- SPM in Julia☆13Sep 1, 2023Updated 2 years ago
- code for statistical learning☆14Aug 29, 2020Updated 5 years ago
- Comprehensive tutorial notes for ETC2410 Introductory Econometrics☆13Sep 4, 2019Updated 6 years ago
- An R package for efficient variable screening method☆13Apr 20, 2016Updated 9 years ago
- This is where you find all the resources for the course "Introduction to Data Analysis with R"☆16Apr 12, 2025Updated 10 months ago
- DCC BEKK Factor Copula MSV☆14Mar 3, 2018Updated 7 years ago
- Steve's {ggplot2} themes and related theme elements☆12Apr 27, 2023Updated 2 years ago