Alternatives and similar repositories for estudy2

Users that are interested in estudy2 are comparing it to the libraries listed below

• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆17Updated 2 years ago
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆37Updated 5 years ago
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆49Updated last month
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆29Updated 2 years ago
• andrewchbaker / JFE_DID
  This repo contains the code to replicate the analyses in Baker, Larcker, Wang.
  ☆50Updated 3 years ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆38Updated 2 weeks ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆35Updated 11 months ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated last year
• JanDitzen / xtdcce2
  Estimating Dynamic Common Correlated Effects Models in Stata
  ☆32Updated last month
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆42Updated 4 years ago
• andrewchbaker / BaGel
  Codes to replicate analysis in Baker & Gelbach (2020)
  ☆11Updated 5 years ago
• QuantLet / GrangerCausalityTestInQuantile
  ☆11Updated 8 months ago
• JMSLab / eventstudyr
  ☆26Updated last week
• mpfarrho / tvp-network-panel
  TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…
  ☆13Updated 4 years ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆31Updated 2 weeks ago
• JustinMShea / neverhpfilter
  R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton
  ☆16Updated last month
• tylerJPike / sovereign
  State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…
  ☆16Updated 2 years ago
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆21Updated 3 months ago
• worldbank / econometrics-sandbox
  This repository contains the code that creates the dashboards references in the “Econometrics Sandbox” blogpost series publish in the Dev…
  ☆30Updated 3 years ago
• nmecsys / nowcasting
  R package for Dynamic Factor Models with mixed frequencies and unbalanced panel
  ☆103Updated 3 years ago
• shuo-zhang-ucsb / did_multiplegt
  Estimation in sharp Difference-in-Difference designs with multiple groups and periods
  ☆20Updated 4 years ago
• chrstdanne / VARsignR
  Estimating VARs using sign restrictions in R
  ☆21Updated 9 years ago
• lucabarbaglia / t-VAR
  Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…
  ☆19Updated 4 years ago
• cykbennie / fbi
  Factor-Based Imputation for Missing Data
  ☆58Updated 8 months ago
• hisamsabouni / macroLectures
  Macroeconomics at Claremont Graduate University
  ☆46Updated 6 years ago
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆31Updated 5 years ago
• Reckziegel / Large-TVP-VAR
  Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.
  ☆25Updated 7 years ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated 2 weeks ago
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆57Updated 11 months ago
• Marga8 / HDGCvar
  Granger causality testing in High Dimensional Vector Autoregressive Models
  ☆16Updated last year