Alternatives and similar repositories for HDeconometrics

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

• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆54Updated 3 months ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated last year
• kthohr / BMR
  Bayesian Macroeconometrics in R
  ☆91Updated 3 years ago
• nmecsys / nowcasting
  R package for Dynamic Factor Models with mixed frequencies and unbalanced panel
  ☆102Updated 3 years ago
• ropensci / dfms
  Dynamic Factor Models for R
  ☆43Updated last week
• msperlin / GARCH-RAC
  Repository for GARCH tutorial paper in RAC
  ☆31Updated 5 years ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆44Updated 4 years ago
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆27Updated 7 months ago
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆55Updated last year
• bpfaff / vars
  Multivariate Time Series Models: VAR, SVAR and SVEC
  ☆46Updated 3 years ago
• hisamsabouni / macroLectures
  Macroeconomics at Claremont Graduate University
  ☆48Updated 7 years ago
• danielbr2 / U.FIE
  ☆25Updated 2 months ago
• JustinMShea / neverhpfilter
  R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton
  ☆17Updated 5 months ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆31Updated last month
• schoulten / macroview
  Dashboard: Macroeconomic Data of Brazil
  ☆11Updated 3 years ago
• lachlandeer / hayashir
  R Companion to the textbook "Econometrics" by Fumio Hayashi
  ☆38Updated 2 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆30Updated 2 years ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆35Updated 3 months ago
• andrewchbaker / JFE_DID
  This repo contains the code to replicate the analyses in Baker, Larcker, Wang.
  ☆50Updated 4 years ago
• edrubin / EC524W20
  Masters-level applied econometrics course—focusing on prediction—at the University of Oregon (EC424/524 during Winter quarter, 2020 Taugh…
  ☆81Updated 5 years ago
• itamarcaspi / experimentdatar
  Datasets used in the AEA 2018 Continuing Education "Machine Learming and Econometrics" (Athey and Imbens, 2018)
  ☆13Updated 6 years ago
• mpiktas / midasr
  R package for mixed frequency time series data analysis.
  ☆81Updated 9 months ago
• kolesarm / RDHonest
  Honest inference in regression discontinuity designs
  ☆62Updated last year
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆32Updated last year
• pachadotdev / leontief
  Leontief's Input-Output Model in R
  ☆18Updated 5 months ago
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆17Updated 2 years ago
• scunning1975 / advanced_causalinf
  Advanced causal inference and research design course
  ☆93Updated 4 years ago
• vladislav-morozov / econometrics-heterogeneity
  Causal Inference in Observational Data with Unobserved Heterogeneity (Lecture Notes. Masters/PhD-level)
  ☆32Updated 5 months ago
• MatthieuStigler / tsDyn
  tsDyn
  ☆35Updated last year
• jrnold / masteringmetrics
  R code for Angrist & Pischke Mastering Metrics
  ☆80Updated 2 years ago