icasas / tvReg
R package to estimate time-varying coefficient regressions
☆19Updated last year
Related projects ⓘ
Alternatives and complementary repositories for tvReg
- tsDyn☆34Updated 3 weeks ago
- Dynamic Factor Models for R☆30Updated last month
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆27Updated last month
- R package for Mixed-Frequency Bayesian VARs☆38Updated 3 years ago
- R/C++ implementation of Bayes VAR models☆17Updated 5 years ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆15Updated 3 weeks ago
- Penalized Quantile Regression☆16Updated 3 weeks ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆30Updated last month
- An R-package for obtaining real-time data from ALFRED database☆20Updated last year
- statespacer: State Space Modelling in R☆15Updated last year
- R Package for data driven SVAR identification of impulse response functions☆44Updated last year
- Multivariate Time Series Models: VAR, SVAR and SVEC☆41Updated 2 years ago
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆14Updated 3 years ago
- Penalized Poisson Pseudo Maximum Likelihood☆11Updated last year
- r package for bayesian VARs☆22Updated 6 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆15Updated last year
- R package for fast rolling and expanding linear regression models☆21Updated 2 years ago
- Set of R functions for high-dimensional econometrics☆30Updated 4 years ago
- BLS API V2 interface☆15Updated last year
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆26Updated last year
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆30Updated last month
- R Code Examples Multi-dimensional/Panel Data☆22Updated 6 months ago
- Analysis of the Primiceri (REStud, 2005) model☆28Updated 2 months ago
- Bayesian Multivariate GARCH☆16Updated 3 weeks ago
- Shiny App to Search for Economics Articles with Data Supplements☆10Updated 2 years ago
- R package with helper functions for developers and researchers familiar with Tidy Finance☆13Updated this week
- Expected Shortfall Backtesting☆12Updated last year
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆12Updated 6 months ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆14Updated last year