irudnyts / estudy2
An Implementation of Parametric and Nonparametric Event Study
☆14Updated 6 months ago
Alternatives and similar repositories for estudy2
Users that are interested in estudy2 are comparing it to the libraries listed below
Sorting:
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆17Updated last year
- Dynamic Factor Models for R☆35Updated this week
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆20Updated 2 years ago
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆12Updated 2 years ago
- Datasets used in the AEA 2018 Continuing Education "Machine Learming and Econometrics" (Athey and Imbens, 2018)☆12Updated 6 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆27Updated last year
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆12Updated 4 years ago
- Codes to replicate analysis in Baker & Gelbach (2020)☆11Updated 5 years ago
- ☆18Updated 6 years ago
- Vector Autoregression augmented with deep learning.☆16Updated last year
- This repo has code to do primary data cleaning for Compustat / Crsp from WRDS☆19Updated 4 years ago
- R package for Bayesian Vector Autoregression☆32Updated 4 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆17Updated last month
- R Companion to the textbook "Econometrics" by Fumio Hayashi☆36Updated 2 years ago
- Programmatic access to BIS data☆18Updated 6 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆29Updated 5 months ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Updated 7 months ago
- Estimation in sharp Difference-in-Difference designs with multiple groups and periods☆20Updated 4 years ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆32Updated 6 months ago
- ECON 5253: Data Science for Economists, University of Oklahoma (Spring 2021)☆46Updated 4 years ago
- Leontief's Input-Output Model in R☆14Updated 11 months ago
- Estimating VARs using sign restrictions in R☆20Updated 9 years ago
- RBA's MARTIN Macroeconometric Model of the Australian Economy☆22Updated 3 years ago
- R Package for data driven SVAR identification of impulse response functions☆48Updated 2 years ago
- Set of R functions for high-dimensional econometrics☆33Updated 5 years ago
- A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…☆9Updated 11 months ago
- Materials for Econ 5253 Data Science for Economists course at U of Oklahoma☆18Updated 3 years ago
- Masters-level applied econometrics course—focusing on prediction—at the University of Oregon (EC424/524 during Winter quarter, 2021 Taugh…☆18Updated 4 years ago
- Shiny App to Search for Economics Articles with Data Supplements☆9Updated 3 years ago
- R/C++ implementation of Bayes VAR models☆18Updated 5 years ago