icasas / tvRegLinks
R package to estimate time-varying coefficient regressions
☆19Updated 3 months ago
Alternatives and similar repositories for tvReg
Users that are interested in tvReg are comparing it to the libraries listed below
Sorting:
- R package for Mixed-Frequency Bayesian VARs☆44Updated 4 years ago
- Dynamic Factor Models for R☆40Updated 2 months ago
- tsDyn☆35Updated last year
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆31Updated last week
- R Package for data driven SVAR identification of impulse response functions☆52Updated 2 months ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆46Updated 3 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated last year
- Leontief's Input-Output Model in R☆18Updated 4 months ago
- R/C++ implementation of Bayes VAR models☆21Updated 6 years ago
- Penalized Quantile Regression☆19Updated 3 weeks ago
- Panel Data Econometrics with R☆64Updated 2 months ago
- statespacer: State Space Modelling in R☆16Updated 2 years ago
- BLS API V2 interface☆16Updated 2 years ago
- Penalized Poisson Pseudo Maximum Likelihood☆14Updated 11 months ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆17Updated 4 months ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆17Updated 2 years ago
- Panel Maneuvers in dplyr: An R package for cleaning and manipulating panel and hierarchical data☆36Updated 4 years ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 3 years ago
- Expected Shortfall Backtesting☆12Updated 2 years ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13Updated last year
- CRAN Task View: Econometrics☆34Updated 2 months ago
- r package for bayesian VARs☆23Updated 8 years ago
- Source code repository for the R package lfe on CRAN.☆54Updated 2 years ago
- Inference in instrumental variables models robust to many instruments☆13Updated 6 months ago
- Set of R functions for high-dimensional econometrics☆37Updated 5 years ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆55Updated last year
- ddml: Double/Debiased Machine Learning in R☆20Updated last month
- R Code Examples Multi-dimensional/Panel Data☆23Updated last year
- I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and inve…☆10Updated 6 years ago
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago