kthohr / BMRLinks
Bayesian Macroeconometrics in R
☆89Updated 3 years ago
Alternatives and similar repositories for BMR
Users that are interested in BMR are comparing it to the libraries listed below
Sorting:
- Multivariate Time Series Models: VAR, SVAR and SVEC☆45Updated 3 years ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆56Updated 8 months ago
- R Package for data driven SVAR identification of impulse response functions☆48Updated 2 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated 10 months ago
- R package containing a host of datasets useful for economic research. Complete with raw data and cleaning functions.☆34Updated 8 years ago
- Dynamic Factor Models for R☆39Updated last month
- R package for Mixed-Frequency Bayesian VARs☆42Updated 4 years ago
- Set of R functions for high-dimensional econometrics☆36Updated 5 years ago
- ☆49Updated last week
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆102Updated 3 years ago
- Honest inference in regression discontinuity designs☆62Updated 7 months ago
- Estimating VARs using sign restrictions in R☆21Updated 9 years ago
- Macroeconomics at Claremont Graduate University☆44Updated 6 years ago
- R code for Angrist & Pischke Mastering Metrics☆79Updated 2 years ago
- R companion to Angrist Pischke Mostly Harmless econometrics☆34Updated 9 years ago
- Bayesian Estimation of Structural Vector Autoregressive Models☆53Updated last month
- Analysis of the Primiceri (REStud, 2005) model☆32Updated 11 months ago
- Causal-inference oriented doctoral econometrics course at UO☆82Updated 4 years ago
- ☆90Updated 6 years ago
- R package for Bayesian Vector Autoregression☆32Updated 5 years ago
- Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"☆23Updated 9 years ago
- Speed benchmark of Stata and R on common data manipulations☆48Updated 2 years ago
- Slide host for the advanced econometrics course for undergraduates☆41Updated last year
- R Companion to the textbook "Econometrics" by Fumio Hayashi☆37Updated 2 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆29Updated 7 months ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆34Updated 9 months ago
- CRAN Task View: Econometrics☆34Updated 4 months ago
- ECON 5253: Data Science for Economists, University of Oklahoma (Spring 2020)☆54Updated 4 years ago
- r package for bayesian VARs☆23Updated 7 years ago
- An R-package for fitting glm's with high-dimensional k-way fixed effects☆46Updated 10 months ago