Alternatives and similar repositories for GARCH-RAC

Users that are interested in GARCH-RAC are comparing it to the libraries listed below

• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆35Updated 5 years ago
• nmecsys / nowcasting
  R package for Dynamic Factor Models with mixed frequencies and unbalanced panel
  ☆101Updated 3 years ago
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆41Updated 4 years ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆38Updated last month
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated 9 months ago
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆56Updated 8 months ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆28Updated 2 years ago
• cykbennie / fbi
  Factor-Based Imputation for Missing Data
  ☆58Updated 5 months ago
• mpiktas / midasr
  R package for mixed frequency time series data analysis.
  ☆77Updated 3 months ago
• AndersAsa / IMF_Macro_Forecasting_R
  R code for the IMF edX course on Macroeconomic Forecasting
  ☆15Updated 9 years ago
• bssherwood / rqpen
  Penalized Quantile Regression
  ☆15Updated 5 months ago
• alexiosg / rugarch
  Univariate GARCH models in R
  ☆28Updated last month
• alexanderlange53 / svars
  R Package for data driven SVAR identification of impulse response functions
  ☆48Updated 2 years ago
• MikeWolf007 / covShrinkage
  A package for shrinkage estimation of covariance matrices
  ☆12Updated last year
• bpfaff / vars
  Multivariate Time Series Models: VAR, SVAR and SVEC
  ☆44Updated 3 years ago
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆21Updated 3 weeks ago
• kthohr / BMR
  Bayesian Macroeconometrics in R
  ☆89Updated 2 years ago
• MatthieuStigler / tsDyn
  tsDyn
  ☆34Updated 8 months ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated last year
• schoulten / macroview
  Dashboard: Macroeconomic Data of Brazil
  ☆11Updated 2 years ago
• tylerJPike / sovereign
  State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…
  ☆12Updated 2 years ago
• tidy-finance / website
  This repository hosts the source code for the website tidy-finance.org
  ☆99Updated last week
• joergrieger / bvars
  R package for Bayesian Vector Autoregression
  ☆32Updated 5 years ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆29Updated 7 months ago
• cran-task-views / Econometrics
  CRAN Task View: Econometrics
  ☆34Updated 3 months ago
• hannes101 / LeeStrazicichUnitRoot
  R code to perform the Lee Strazicich unit root test
  ☆9Updated 7 years ago
• zhentaoshi / Boosted_HP_filter
  Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"
  ☆29Updated 2 years ago
• tomzylkin / penppml
  Penalized Poisson Pseudo Maximum Likelihood
  ☆12Updated 5 months ago
• LeopoldoCatania / GAS
  GAS models
  ☆34Updated 4 years ago
• hisamsabouni / macroLectures
  Macroeconomics at Claremont Graduate University
  ☆44Updated 6 years ago