Alternatives and similar repositories for dynfactoR:

Users that are interested in dynfactoR are comparing it to the libraries listed below

• LeopoldoCatania / GAS
  GAS models
  ☆34Updated 3 years ago
• helske / KFAS
  KFAS: R Package for Exponential Family State Space Models
  ☆64Updated 6 months ago
• bdemeshev / bvarr
  r package for bayesian VARs
  ☆22Updated 7 years ago
• MatthieuStigler / tsDyn
  tsDyn
  ☆34Updated 4 months ago
• XiaoouPan / conquer
  Convolution-type Smoothed Quantile Regression
  ☆21Updated 2 years ago
• BayerSe / esback
  Expected Shortfall Backtesting
  ☆12Updated last year
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆38Updated 3 years ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆31Updated 5 months ago
• boennecd / rollRegres
  R package for fast rolling and expanding linear regression models
  ☆22Updated 2 years ago
• helske / walker
  Bayesian Generalized Linear Models with Time-Varying Coefficients
  ☆44Updated 6 months ago
• wbnicholson / BigVAR
  Dimension Reduction Methods for Multivariate Time Series
  ☆58Updated 5 months ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated last year
• bpfaff / vars
  Multivariate Time Series Models: VAR, SVAR and SVEC
  ☆43Updated 2 years ago
• bssherwood / rqpen
  Penalized Quantile Regression
  ☆17Updated last month
• esmucler / odpc
  This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…
  ☆9Updated 11 months ago
• alexiosg / rugarch
  Univariate GARCH models in R
  ☆26Updated 2 months ago
• gregorkastner / stochvol
  Partial re-write of the R package stochvol to allow for asymmetry (leverage).
  ☆15Updated 4 months ago
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆17Updated 5 years ago
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆51Updated 4 months ago
• pachadotdev / leontief
  Leontief's Input-Output Model in R
  ☆14Updated 9 months ago
• tuckermcelroy / sigex
  An R package for multivariate signal extraction
  ☆13Updated 4 months ago
• mpiktas / midasr
  R package for mixed frequency time series data analysis.
  ☆77Updated 2 years ago
• jantonelli111 / DoublyRobustHD
  R package for doubly robust estimates of causal effects in high-dimensions using flexible Bayesian methods
  ☆26Updated 3 months ago
• hannes101 / TimeVaryingCointegration
  R Implementation of the Time Varying Cointegration by Bierens and Martins 2010
  ☆10Updated 8 years ago
• gabrielrvsc / HDeconometrics
  Set of R functions for high-dimensional econometrics
  ☆31Updated 4 years ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆31Updated 5 months ago
• luisdamiano / BayesHMM
  Full Bayesian Inference for Hidden Markov Models
  ☆41Updated 6 years ago
• ph-rast / bmgarch
  Bayesian Multivariate GARCH
  ☆17Updated 4 months ago
• nmecsys / nowcasting
  R package for Dynamic Factor Models with mixed frequencies and unbalanced panel
  ☆102Updated 2 years ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆27Updated 3 months ago