R Package for Bootstrap Unit Root Tests
☆10May 5, 2025Updated 10 months ago
Alternatives and similar repositories for bootUR
Users that are interested in bootUR are comparing it to the libraries listed below
Sorting:
- This is a read-only mirror of the CRAN R package repository. colorspace — A Toolbox for Manipulating and Assessing Colors and Palettes.…☆12Sep 22, 2025Updated 5 months ago
- Univariate GARCH models in R☆31Jun 16, 2025Updated 8 months ago
- An R package for extreme quantile regression with random forests☆12Dec 2, 2024Updated last year
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 3 years ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated last year
- ☆11Jan 26, 2025Updated last year
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆17Updated this week
- Analysis of the Primiceri (REStud, 2005) model☆32Sep 5, 2024Updated last year
- Enhanced Portfolio Optimization (EPO)☆17Mar 5, 2024Updated 2 years ago
- Mixed Frequency State Space toolbox☆17Jan 29, 2024Updated 2 years ago
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- Multivariate GARCH Models☆17Aug 31, 2025Updated 6 months ago
- Diebold & Yilmaz method, DCC-Garch method on composite indicies. 2009-2019☆23May 31, 2020Updated 5 years ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆13Apr 17, 2021Updated 4 years ago
- ☆17Jan 10, 2026Updated last month
- an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.☆22Updated this week
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆22Jun 4, 2025Updated 9 months ago
- R package to estimate time-varying coefficient regressions☆19Sep 24, 2025Updated 5 months ago
- Local projection methods for impulse response estimation☆28Apr 26, 2024Updated last year
- Estimation and forecasting of VAR model with the Lasso☆33Nov 19, 2025Updated 3 months ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- CoVaR estimation via quantile regression☆28Jan 30, 2018Updated 8 years ago
- An Interpretable Self-Attention Network with block-attention and attention-attribution.☆12Sep 22, 2023Updated 2 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆32Jan 3, 2026Updated 2 months ago
- Set of templates and themes to apply CMAP graphics standards to R products.☆15Nov 26, 2025Updated 3 months ago
- Estimation of Time-Varying k-order Mixed Graphical Models☆29Mar 11, 2025Updated 11 months ago
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆36Oct 30, 2025Updated 4 months ago
- Repository hosing the carbon policy shocks identified in Känzig (2023)☆13Jun 2, 2025Updated 9 months ago
- This is a read-only mirror of the CRAN R package repository. splm — Econometric Models for Spatial Panel Data☆10Dec 21, 2023Updated 2 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- A fast and accurate RNA secondary structure, end-to-end approach prediction method.☆12Jan 2, 2025Updated last year
- ☆10Sep 29, 2023Updated 2 years ago
- ☆11Updated this week
- A package for Bilateral and Multilateral Price Index Calculations☆11Feb 18, 2026Updated 2 weeks ago
- Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.☆10Jan 15, 2018Updated 8 years ago
- ☆10Nov 18, 2024Updated last year
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 9 years ago
- rnalib: a python-based transcriptomics library☆11Jan 23, 2026Updated last month
- Additive quantile regression R package☆35Apr 11, 2025Updated 10 months ago