tomzylkin / penppmlLinks
Penalized Poisson Pseudo Maximum Likelihood
☆12Updated 6 months ago
Alternatives and similar repositories for penppml
Users that are interested in penppml are comparing it to the libraries listed below
Sorting:
- Dynamic Factor Models for R☆39Updated 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 5 years ago
- R package for Mixed-Frequency Bayesian VARs☆42Updated 4 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆17Updated last year
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆12Updated 2 years ago
- R Package for data driven SVAR identification of impulse response functions☆48Updated 2 years ago
- Time series forecasting with Lasso-type shrinkage methods☆13Updated last month
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated 10 months ago
- R package to estimate time-varying coefficient regressions☆19Updated 2 years ago
- R-code to compare some staggered did methods☆26Updated 3 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28Updated 2 years ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- Treatment Effects in Interactive Fixed Effects Model☆17Updated 5 months ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆21Updated last month
- Quarto Templates for Applied Economic Research Projects☆11Updated 2 weeks ago
- fast and flexible Difference-in-Differences☆29Updated last month
- R function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)☆9Updated last year
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆16Updated 2 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆29Updated 8 months ago
- Granger causality testing in High Dimensional Vector Autoregressive Models☆16Updated last year
- R/C++ implementation of Bayes VAR models☆22Updated 5 years ago
- Multiple Treatment Effects Regression☆17Updated 7 months ago
- ☆8Updated last year
- BLS API V2 interface☆15Updated last year
- Visualizing Panel Data☆49Updated last year
- This repo contains the code to replicate the analyses in Baker, Larcker, Wang.☆50Updated 3 years ago
- ☆16Updated 11 months ago
- Dashboard: Macroeconomic Data of Brazil☆11Updated 2 years ago
- This repo contains the codes for Baker, Larcker, Wang - "How Much Should We Trust Staggered Difference-in-Differences Estimates?"☆51Updated 4 years ago
- CRAN Task View: Econometrics☆34Updated 4 months ago