介绍分位数回归,包括分位数Granger因果检验、QVAR及脉冲响应函数
☆19Jul 11, 2020Updated 5 years ago
Alternatives and similar repositories for Quantile
Users that are interested in Quantile are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 本项目主要是对2008年1月1日-2021年12月31日我国1343家非金融企业的系统性风险进行测度并对风险传染机制进行分析,其主要内容包含以下两个部分:(1)基于DCC-GARCH模型的系统性风险(MES)测度,(2)复杂网络的抗毁性分析☆15May 28, 2022Updated 3 years ago
- Volatility Spillovers based on Diebold and Yilmaz 2012☆19Mar 16, 2022Updated 4 years ago
- Shanghai Crude Oil Futures and Stock Market: Time-Varying Correlation and Risk Spillover Effects Study Research Based on the TVP-VAR-DY M…☆35Aug 15, 2024Updated last year
- ☆12Dec 26, 2023Updated 2 years ago
- Stata client for DB.nomics, the world's economic database☆10Jun 30, 2020Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a pop…☆10Jun 8, 2020Updated 5 years ago
- GAUSS time series and panel unit root tests compiled by Saban Nazlioglu☆30Mar 10, 2026Updated last month
- Option Pricing with Machine Learning Methods☆15Jun 18, 2024Updated last year
- Estimating and Forecasting Macroeconomics Variable Using Time Varying Parameters (TVP) Factor Augmented Vector Autoregression (FAVAR)☆16May 4, 2025Updated 11 months ago
- This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approac…☆13Jul 18, 2022Updated 3 years ago
- Quantile Local Projections☆12Aug 8, 2022Updated 3 years ago
- Detection of abnormal patterns in electricity usage via time series forecasting☆11Apr 15, 2018Updated 8 years ago
- Matteo Iacoviello's personal webpage☆12Apr 6, 2026Updated last week
- ☆10Jan 26, 2025Updated last year
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- 城市群体驻留与交通流量时空模式研究☆12Mar 4, 2017Updated 9 years ago
- Probabilistic generative model and efficient algorithm to model reciprocity in directed networks.☆16Nov 6, 2023Updated 2 years ago
- Nonlinear Granger causality inference with neural networks for high-resolution mass spectrometry☆14Oct 31, 2021Updated 4 years ago
- 陈强高级计量经济学笔记,使用python、matlab实现各模型估计☆140Jul 13, 2020Updated 5 years ago
- Some Multi-Agent Path Planning algorithms☆13Sep 27, 2020Updated 5 years ago
- ☆21Jun 17, 2024Updated last year
- Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)☆17Sep 2, 2021Updated 4 years ago
- Code for the paper 'Variable Selection with Copula Entropy' published on Chinese Journal of Applied Probability and Statistics☆19May 9, 2022Updated 3 years ago
- Tools to construct canonical and regular vines. StarVine can also be used as a bivariate copula fitting tool.☆15Oct 19, 2020Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Mixed Integer Linear Programming (MILP) Model for solving airport gate assignment problem.☆13Oct 18, 2022Updated 3 years ago
- A quantile dependent method to calculate the correlation between two series.☆20Oct 5, 2020Updated 5 years ago
- Analysis and classification using machine learning algorithms on the UCI Default of Credit Card Clients Dataset.☆23Nov 20, 2022Updated 3 years ago
- This project offers to solve Multi-Agent-Path-Finding(MAPF) problem optimally using Conflict-Based Search(CBS).☆13Aug 31, 2022Updated 3 years ago
- CNN文本分类tensorflow实现☆23Dec 22, 2018Updated 7 years ago
- Playing around with time-varying parameter copulas☆12Jul 18, 2018Updated 7 years ago
- kaRma is an R package for causal inference analysis that supports multiple methods.☆14Sep 22, 2024Updated last year
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆11Jul 19, 2019Updated 6 years ago
- Solidity8+ 从入门到精通☆17Jan 16, 2024Updated 2 years ago
- Deploy open-source AI quickly and easily - Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Matlab code for frequency-domain Granger causality with significance testing☆14Oct 27, 2014Updated 11 years ago
- slides and codes for learning R4DS☆18Sep 27, 2020Updated 5 years ago
- Testing and Estimation of structural breaks in Stata☆24Dec 4, 2025Updated 4 months ago
- ☆24May 4, 2021Updated 4 years ago
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆22Aug 8, 2022Updated 3 years ago
- This repository contains my tableau projects☆26Nov 10, 2017Updated 8 years ago
- Algorithm for structural reduction of multi-layer networks☆23May 30, 2024Updated last year