Alternatives and similar repositories for pyStoNED:

Users that are interested in pyStoNED are comparing it to the libraries listed below

• jaak-s / rDEA
  Data Envelopment Analysis (DEA) package for R with robust unbiased methods.
  ☆24Updated last year
• lucabarbaglia / t-VAR
  Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…
  ☆19Updated 3 years ago
• lucabarbaglia / FiGASR
  Lexicon-based Sentiment Analysis for Economic and Financial Applications in R
  ☆23Updated 10 months ago
• cuiruifei / CopulaFactorModel
  Inference for Gaussian copula factor models and its application to causal discovery.
  ☆14Updated 4 years ago
• oa36 / Systemic-Risk
  Systemic Risk - CoVaR
  ☆12Updated 4 years ago
• PedroBSB / Caviar
  Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.
  ☆10Updated 7 years ago
• dhopp1 / nowcasting_benchmark
  Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.
  ☆41Updated last year
• jstriaukas / midasml
  midasml package is dedicated to run predictive high-dimensional mixed data sampling models
  ☆37Updated last year
• IMFGAR / GaR
  ☆61Updated 4 months ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆30Updated 3 months ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆26Updated last year
• Marga8 / HDGCvar
  Granger causality testing in High Dimensional Vector Autoregressive Models
  ☆15Updated 8 months ago
• dhopp1 / nowcast_lstm
  LSTM neural networks for nowcasting economic data.
  ☆60Updated 8 months ago
• Buczman / CaviaR
  R code for CAViaR model
  ☆28Updated 3 years ago
• sardormirzaev / -measuring-volatility-spillovers
  Diebold & Yilmaz method, DCC-Garch method on composite indicies. 2009-2019
  ☆19Updated 4 years ago
• cran / rumidas
   This is a read-only mirror of the CRAN R package repository. rumidas — Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MI…
  ☆10Updated 11 months ago
• onnokleen / mfGARCH
  An R package for using mixed-frequency GARCH models
  ☆69Updated 2 years ago
• Tinkat / CoVaR
  CoVaR estimation via quantile regression
  ☆24Updated 6 years ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated last year
• lcallot / lassovar
  Estimation and forecasting of VAR model with the Lasso
  ☆27Updated last year
• kvasilopoulos / exuber
  Econometric Analysis of Explosive Time Series
  ☆28Updated 10 months ago
• mpfarrho / tvp-network-panel
  TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…
  ☆10Updated 3 years ago
• QuantLet / GrangerCausalityTestInQuantile
  ☆9Updated last month
• damiancclarke / cdifdif
  Estimating Difference-in-Differences in the Presence of Spillovers -- Algorithm in Stata, R and MATLAB
  ☆25Updated 7 years ago
• quangvanbui / introductory-econometrics
  Comprehensive tutorial notes for ETC2410 Introductory Econometrics
  ☆10Updated 5 years ago
• hannes101 / TimeVaryingCointegration
  R Implementation of the Time Varying Cointegration by Bierens and Martins 2010
  ☆10Updated 8 years ago
• bssherwood / rqpen
  Penalized Quantile Regression
  ☆16Updated 2 months ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆30Updated 4 years ago
• andrugo / RCoVaRCopula
  R Code CoVaR with Copula
  ☆74Updated 3 months ago