Alternatives and similar repositories for dlsa

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

• bssherwood / rqpen
  Penalized Quantile Regression
  ☆19Updated 8 months ago
• cranedroesch / panelNNET
  ☆18Updated 7 years ago
• carloscinelli / NetworkRiskMeasures
  Implements risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.
  ☆71Updated 5 years ago
• mpiktas / midasr
  R package for mixed frequency time series data analysis.
  ☆79Updated 6 months ago
• danigiro / FoReco
  Forecast Reconciliation - Classical (bottom-up), optimal and heuristic combination forecast reconciliation procedures for cross-sectional…
  ☆37Updated this week
• onnokleen / mfGARCH
  An R package for using mixed-frequency GARCH models
  ☆71Updated 2 years ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆42Updated 4 years ago
• bpfaff / vars
  Multivariate Time Series Models: VAR, SVAR and SVEC
  ☆45Updated 3 years ago
• sebastian-engelke / graphicalExtremes
  Statistical methodology for graphical extreme value models
  ☆19Updated 3 months ago
• diwangstat / VAR-Tensor
  Julia codes in "High-dimensional vector autoregressive time series modeling via tensor decomposition"
  ☆14Updated 2 years ago
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆57Updated 11 months ago
• GabauerDavid / ConnectednessApproach
  ☆101Updated 7 months ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated 2 weeks ago
• feng-li / Python-for-Statisticians-and-Economists
  Feng Li's Python Course for Statisticians and Economists
  ☆14Updated last year
• DoubleML / doubleml-for-r
  DoubleML - Double Machine Learning in R
  ☆151Updated 5 months ago
• functionaldata / tPACE
  Testing version of fdapace
  ☆32Updated last year
• msperlin / GARCH-RAC
  Repository for GARCH tutorial paper in RAC
  ☆31Updated 4 years ago
• Marga8 / HDGCvar
  Granger causality testing in High Dimensional Vector Autoregressive Models
  ☆16Updated last year
• ShichenXie / scorecard
  Scorecard Development in R, 评分卡
  ☆167Updated last month
• oa36 / Systemic-Risk
  Systemic Risk - CoVaR
  ☆13Updated 5 years ago
• zhan-gao / LasForecast
  Time series forecasting with Lasso-type shrinkage methods
  ☆13Updated this week
• rwanjohi / Time-series-forecasting-using-LSTM-in-R
  ☆42Updated 7 years ago
• sardormirzaev / -measuring-volatility-spillovers
  Diebold & Yilmaz method, DCC-Garch method on composite indicies. 2009-2019
  ☆22Updated 5 years ago
• cykbennie / fbi
  Factor-Based Imputation for Missing Data
  ☆58Updated 8 months ago
• andrugo / RCoVaRCopula
  R Code CoVaR with Copula
  ☆76Updated last year
• Reckziegel / Large-TVP-VAR
  Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.
  ☆25Updated 7 years ago
• ShichenXie / pedquant
  quant, financial data, economic data
  ☆64Updated 2 months ago
• wbnicholson / BigVAR
  Dimension Reduction Methods for Multivariate Time Series
  ☆62Updated 4 months ago
• CY-dev / hqreg
  Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net
  ☆10Updated 11 months ago
• ngreifer / WeightIt
  WeightIt: an R package for propensity score weighting
  ☆117Updated 3 weeks ago