tylerJPike / OOSLinks
Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric and modern machine learning techniques.
☆11Updated 4 years ago
Alternatives and similar repositories for OOS
Users that are interested in OOS are comparing it to the libraries listed below
Sorting:
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆15Updated 3 years ago
- 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
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆29Updated 2 years ago
- R package to estimate time-varying coefficient regressions☆19Updated 3 months ago
- R package that helps to retrieve data from Banco de España☆12Updated 3 weeks ago
- Dynamic Factor Models for R☆40Updated last month
- Leontief's Input-Output Model in R☆18Updated 4 months ago
- R package to download Prof. Kenneth French data sets☆14Updated last year
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆31Updated this week
- An R-package for obtaining real-time data from ALFRED database☆19Updated 2 years ago
- R function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)☆10Updated 2 years ago
- Nice distribution plots with minimum user input☆18Updated 5 months ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13Updated last year
- Inference in instrumental variables models robust to many instruments☆13Updated 6 months ago
- an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.☆22Updated 7 months ago
- Dashboard: Macroeconomic Data of Brazil☆11Updated 3 years ago
- statespacer: State Space Modelling in R☆16Updated 2 years ago
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- ☆11Updated 10 years ago
- generic tools for causal inference with panel data☆11Updated 2 months ago
- MCMC estimation of Bayesian Vectorautoregressions☆10Updated 3 weeks ago
- Robust empirical Bayes confidence intervals☆11Updated last year
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆13Updated 4 years ago
- R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton☆17Updated 4 months ago
- State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…☆16Updated 3 years ago
- ddml: Double/Debiased Machine Learning in R☆20Updated 3 weeks ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆27Updated 6 months ago
- ☆10Updated last year
- OLS Weights on Heterogeneous Treatment Effects☆10Updated 5 years ago