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
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated 11 months ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆39Updated last month
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆49Updated 3 weeks ago
• andrewchbaker / JFE_DID
  This repo contains the code to replicate the analyses in Baker, Larcker, Wang.
  ☆50Updated 3 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆29Updated 2 years ago
• mpfarrho / mf-bavart
  MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"
  ☆35Updated 11 months ago
• hisamsabouni / macroLectures
  Macroeconomics at Claremont Graduate University
  ☆46Updated 6 years ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆31Updated 9 months ago
• 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
• AdaemmerP / lpirfs
  ☆49Updated last month
• shuo-zhang-ucsb / did_multiplegt
  Estimation in sharp Difference-in-Difference designs with multiple groups and periods
  ☆20Updated 4 years ago
• jeremylhour / hdmetrics
  Machine Learning for Econometrics -- ENSAE Paris
  ☆25Updated 5 years ago
• pachadotdev / leontief
  Leontief's Input-Output Model in R
  ☆17Updated 3 weeks ago
• JanDitzen / xtdcce2
  Estimating Dynamic Common Correlated Effects Models in Stata
  ☆31Updated last month
• tomzylkin / penppml
  Penalized Poisson Pseudo Maximum Likelihood
  ☆12Updated 7 months ago
• lachlandeer / hayashir
  R Companion to the textbook "Econometrics" by Fumio Hayashi
  ☆37Updated 2 years ago
• tylerJPike / sovereign
  State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…
  ☆16Updated 2 years ago
• JMSLab / eventstudyr
  ☆26Updated last month
• Marga8 / HDGCvar
  Granger causality testing in High Dimensional Vector Autoregressive Models
  ☆16Updated last year
• shuo-zhang-ucsb / twowayfeweights
  Estimates the weights and the measure of robustness to treatment effect heterogeneity attached to the two-way fixed effects regressions s…
  ☆23Updated 4 years ago
• gphk-metrics / stata-multe
  Multiple Treatment Effects
  ☆24Updated 2 months ago
• cran-task-views / Econometrics
  CRAN Task View: Econometrics
  ☆34Updated 3 weeks ago
• 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
• andrewchbaker / DiD_Codes
  This repo contains the codes for Baker, Larcker, Wang - "How Much Should We Trust Staggered Difference-in-Differences Estimates?"
  ☆51Updated 4 years ago
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆21Updated 2 months ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆32Updated last year
• alexCardazzi / lpdid
  ☆15Updated last year