Various packages used by PMTK.
☆57Aug 24, 2019Updated 6 years ago
Alternatives and similar repositories for pmtksupport
Users that are interested in pmtksupport are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A collection of MATLAB data sets used by PMTK.☆57Jan 7, 2014Updated 12 years ago
- This is archive of older Jupyter notebooks for demonstrating Stone Soup. Please see up to date notebooks on https://stonesoup.rtfd.io/☆12Feb 9, 2021Updated 5 years ago
- Probabilistic Modeling Toolkit for Matlab/Octave.☆1,567Jun 23, 2021Updated 5 years ago
- Python code for Bayesian Conditional Cointegration☆18May 28, 2017Updated 9 years ago
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Jun 11, 2019Updated 7 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆11Apr 8, 2022Updated 4 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆15Dec 21, 2021Updated 4 years ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Jan 11, 2018Updated 8 years ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆10Nov 17, 2019Updated 6 years ago
- A MATLAB toolbox for exporting publication quality figures☆13Nov 10, 2016Updated 9 years ago
- R package for Markov regime-switching models☆12Jan 23, 2018Updated 8 years ago
- This repository replicates the figures from the 3rd edition of the book "Recursive Macroeconomic Theory" by Lars Ljungqvist and Thomas J.…☆12Feb 9, 2016Updated 10 years ago
- Nonlinear Estimation Toolbox☆15Feb 28, 2023Updated 3 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 courses☆14Jul 3, 2018Updated 8 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Measuring the Market Risk Premium☆18Mar 30, 2026Updated 3 months ago
- Workshop on scientific computing for economists with Python and Julia☆18Aug 9, 2016Updated 9 years ago
- A functional API for auction simulations☆13May 28, 2018Updated 8 years ago
- Introduction to Structural VAR models☆13Feb 21, 2020Updated 6 years ago
- Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)☆17Sep 2, 2021Updated 4 years ago
- A set of routines that solve models with occasionally binding constraints using Dynare☆10Apr 19, 2021Updated 5 years ago
- Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.☆12Jun 24, 2020Updated 6 years ago
- Deep Switching State Space Model☆20May 4, 2025Updated last year
- A set of MATLAB and OCTAVE programs for the statistical analysis of linear time series using mainly state space methods☆13Oct 19, 2025Updated 9 months ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- This document contains the functions that are currently available in the RobustSP toolbox: a Matlab toolbox for robust signal processing.…☆17Nov 15, 2019Updated 6 years ago
- Mixed Frequency State Space toolbox☆17Jan 29, 2024Updated 2 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆15Jun 28, 2018Updated 8 years ago
- Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"☆18Aug 14, 2019Updated 6 years ago
- Simple life cycle model following Costa Dias and O'Dea☆18Mar 4, 2024Updated 2 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆21Aug 21, 2025Updated 11 months ago
- ☆17Oct 20, 2021Updated 4 years ago
- Functions and scripts associated with the book Microdata and MATLAB (Adams, Clarke, Quinn)☆17Apr 6, 2018Updated 8 years ago
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆22Aug 31, 2022Updated 3 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆23Jun 4, 2025Updated last year
- Stata code for part 2 of the book Causal Inference, by Miguel Hernán and James Robins☆18Aug 21, 2024Updated last year
- ☆19Mar 21, 2019Updated 7 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆21Jan 28, 2021Updated 5 years ago
- Estimating Difference-in-Differences in the Presence of Spillovers -- Algorithm in Stata, R and MATLAB☆26Nov 21, 2017Updated 8 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Sep 2, 2018Updated 7 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆14Aug 10, 2017Updated 8 years ago