This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due to Jorda (2005), and based on codes available at https://sites.google.com/site/oscarjorda/home/local-projections.
☆42Nov 22, 2024Updated last year
Alternatives and similar repositories for localprojections
Users that are interested in localprojections are comparing it to the libraries listed below
Sorting:
- Quantile Local Projections☆12Aug 8, 2022Updated 3 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆42Dec 21, 2022Updated 3 years ago
- Local projection methods for impulse response estimation☆28Apr 26, 2024Updated last year
- Code for solving HANK models in continuous time in Python using numba and UMFPACK☆13Feb 19, 2020Updated 6 years ago
- R package implementing the grammar of temporal graphics☆23Feb 12, 2026Updated 3 weeks ago