Econometric Analysis of Explosive Time Series
☆32Oct 6, 2026Updated 3 weeks ago
Alternatives and similar repositories for exuber
Users that are interested in exuber are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Real Time Monitoring of Asset Markets with R☆34May 18, 2025Updated last year
- A terribly-simple data base for time series☆14Mar 25, 2026Updated 7 months ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 10 years ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆20Apr 11, 2026Updated 6 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- R package to estimate time-varying coefficient regressions☆21Mar 11, 2026Updated 7 months ago
- The tsutils package for R provides functions to support various aspects of time series and forecasting modelling.☆13Updated this week
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆12Oct 4, 2021Updated 5 years ago
- Dynamic Factor Models for R☆48Jun 18, 2026Updated 4 months ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- SVAR toolbox for bayesian VAR estimation and a range of identification methods☆11Feb 16, 2025Updated last year
- Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"☆31Jan 15, 2023Updated 3 years ago
- R package for Mixed-Frequency Bayesian VARs☆46May 11, 2021Updated 5 years ago
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆39Oct 20, 2026Updated last week
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆35Oct 9, 2026Updated 3 weeks ago
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆18Oct 13, 2026Updated 2 weeks ago
- GAS models☆35Oct 19, 2026Updated last week
- Enhanced Portfolio Optimization (EPO)☆18Aug 14, 2026Updated 2 months ago
- getSymbols() reboot☆17Oct 17, 2024Updated 2 years ago
- Code for Chinn, M. D., Meunier, B., Stumpner, S. (2023). "Nowcasting World Trade with Machine Learning: a Three-Step Approach", NBER Work…☆13Dec 9, 2025Updated 10 months ago
- A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…☆11Aug 11, 2026Updated 2 months ago
- An R package for extreme quantile regression with random forests☆12Dec 2, 2024Updated last year
- Code that replicates the Bayesian Compressed Vector Autoregressive (BCVAR) model in Koop, G., Korobilis, D. and Pettenuzzo, D. (2019). “B…☆10Jun 6, 2021Updated 5 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- The asymptotic normal distribution properties☆16Mar 24, 2018Updated 8 years ago
- Expected Shortfall Backtesting☆13Sep 3, 2023Updated 3 years ago
- The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets.…☆13Jun 1, 2015Updated 11 years ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 3 years ago
- MSGARCH R Package☆86Aug 20, 2026Updated 2 months ago
- R codes to "An Advanced Guide to Trade Policy Analysis: The Structural Gravity Model"☆18Mar 21, 2022Updated 4 years ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆15Apr 17, 2021Updated 5 years ago
- Robust Econometric Inference for Predictive Regressions☆17Sep 23, 2026Updated last month
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Sep 30, 2026Updated last month
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Calculate p-values and critical values for tests of fractional unit roots and cointegration☆13Nov 2, 2015Updated 10 years ago
- Vector wavelet coherence for multiple time series☆14Jan 8, 2021Updated 5 years ago
- R Package for data driven SVAR identification of impulse response functions☆57Oct 18, 2025Updated last year
- Magical string interpolation☆18Aug 5, 2026Updated 2 months ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆44Sep 26, 2023Updated 3 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆165Dec 15, 2025Updated 10 months ago
- GARCH models estimated using autodiff.☆20Oct 9, 2026Updated 3 weeks ago