xqnwang / fumaLinks
Forecast uncertainty based on model averaging
☆9Updated 4 years ago
Alternatives and similar repositories for fuma
Users that are interested in fuma are comparing it to the libraries listed below
Sorting:
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆9Updated last year
- Introduction to Econometrics at the University of Oregon (EC421) during Winter quarter, 2022. Taught by Ed Rubin.☆12Updated 3 years ago
- Convolution-type Smoothed Quantile Regression☆21Updated 2 years ago
- Bayesian Multivariate GARCH☆18Updated 7 months ago
- Fixed-effects estimations☆8Updated last year
- R/haldensify: Highly Adaptive Lasso Conditional Density Estimation☆18Updated 4 months ago
- ddml: Double/Debiased Machine Learning in R☆20Updated last month
- lmw: Linear Model Weights☆11Updated last year
- Doubly-Robust and Efficient Estimators for Survival and Ordinal Outcomes in RCTs Without Proportional Hazards or Odds Assumptions☆11Updated 3 years ago
- How to use EconML within R☆12Updated 5 years ago
- CRAN Task View: Causal Inference☆17Updated last year
- R package to estimate time-varying coefficient regressions☆19Updated last year
- Penalized Quantile Regression☆15Updated 4 months ago
- An R Package for Change Point Localisation☆12Updated last year
- Causal-inference oriented doctoral econometrics course at UO☆14Updated 3 years ago
- R package for doubly robust estimates of causal effects in high-dimensions using flexible Bayesian methods☆26Updated 7 months ago
- Time series forecasting with Lasso-type shrinkage methods☆13Updated this week
- Nice distribution plots with minimum user input☆17Updated last year
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆10Updated 4 years ago
- Specification test for the propensity score☆14Updated 2 years ago
- Paper repository for "Double Robust Two-Way Fixed Effect Regression for Panel Data"☆10Updated last year
- ☆16Updated 3 years ago
- Instrumental Variable Quantile Regression☆12Updated last year
- Super learner fitting and prediction using mlr3☆10Updated 4 months ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- ☆9Updated 8 years ago
- ☆9Updated 3 years ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13Updated last year
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- ☆16Updated 2 years ago