fcbarbi / AMSALinks
Datasets for the 6th Edition of the book Applied Multivariate Statistical Analysis by Richard Johnson and Dean Wichern
☆10Updated 8 years ago
Alternatives and similar repositories for AMSA
Users that are interested in AMSA are comparing it to the libraries listed below
Sorting:
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13Updated last year
- An R package for multivariate signal extraction☆13Updated last month
- ☆10Updated last year
- ☆11Updated 10 years ago
- R Package for General-to-Specific (GETS) modelling and Indicator Saturation (ISAT) methods☆10Updated 4 months ago
- R/C++ implementation of Bayes VAR models☆21Updated 6 years ago
- Dashboard: Macroeconomic Data of Brazil☆11Updated 3 years ago
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆15Updated 4 years ago
- The Fast Kalman Filter (FKF) package for R☆13Updated last year
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆15Updated 3 years ago
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆16Updated 3 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆17Updated 5 months ago
- R data sets for "Principles of Econometrics" by Hill, Griffiths, and Lim, 4e, Wiley☆43Updated 9 years ago
- Time Series And Econometric Modeling In R☆20Updated 3 months ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆13Updated 4 years ago
- Leontief's Input-Output Model in R☆18Updated 5 months ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 3 years ago
- statespacer: State Space Modelling in R☆16Updated 3 years ago
- Pacote em R para consultar dados do sistema Comex Stat (comexstat.mdic.gov.br)☆11Updated 3 years ago
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆12Updated 4 years ago
- R package for Mixed-Frequency Bayesian VARs☆44Updated 4 years ago
- Statistical Tools for Causal Inference☆41Updated 10 months ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Updated last year
- Time Series Analysis for the State-Space Model with R/Stan☆24Updated 4 years ago
- Datasets used in the AEA 2018 Continuing Education "Machine Learming and Econometrics" (Athey and Imbens, 2018)☆13Updated 6 years ago
- Article by Dokumentov & Hyndman on Seasonal Trend decomposition using Regression☆18Updated 4 years ago
- Set of R functions for high-dimensional econometrics☆37Updated 5 years ago
- Paper repository for "Double Robust Two-Way Fixed Effect Regression for Panel Data"☆10Updated last year
- R package to estimate time-varying coefficient regressions☆19Updated 4 months ago
- Applied Time Series Analysis - course website repository.☆19Updated 8 months ago