smeekes / bootURLinks
R Package for Bootstrap Unit Root Tests
☆10Updated 7 months ago
Alternatives and similar repositories for bootUR
Users that are interested in bootUR are comparing it to the libraries listed below
Sorting:
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆16Updated 2 months ago
- An R package for extreme quantile regression with random forests☆12Updated last year
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆31Updated last month
- Mixed Frequency State Space toolbox☆17Updated last year
- R Package for data driven SVAR identification of impulse response functions☆51Updated last month
- I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and inve…☆10Updated 6 years ago
- Dynamic Factor Models for R☆40Updated last month
- R/C++ implementation of Bayes VAR models☆21Updated 6 years ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 3 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Updated 9 years ago
- Modelling extreme values☆15Updated last week
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆56Updated last year
- Granger causality testing in High Dimensional Vector Autoregressive Models☆16Updated last year
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆26Updated 5 months ago
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆16Updated 3 years ago
- Time series forecasting with Lasso-type shrinkage methods☆12Updated last month
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated last year
- Sparse regression of mixed-frequency VectorAutoregressions☆10Updated 3 years ago
- R package for Mixed-Frequency Bayesian VARs☆43Updated 4 years ago
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆11Updated 4 years ago
- Bayesian Estimation of Structural Vector Autoregressive Models☆58Updated last month
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆29Updated 2 years ago
- Expected Shortfall Backtesting☆12Updated 2 years ago
- This is a read-only mirror of the CRAN R package repository. sandwich — Robust Covariance Matrix Estimators. Homepage: https://sandwich…☆10Updated last year
- Penalized Poisson Pseudo Maximum Likelihood☆13Updated 10 months ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆13Updated 4 years ago
- A package for shrinkage estimation of covariance matrices☆14Updated last year
- ddml: Double/Debiased Machine Learning in R☆20Updated 4 months ago
- R package to estimate time-varying coefficient regressions☆19Updated 2 months ago
- Adaptive debiased machine learning of treatment effects with the highly adaptive lasso☆14Updated 9 months ago