xqnwang / fuma
Forecast uncertainty based on model averaging
☆9Updated 3 years ago
Alternatives and similar repositories for fuma:
Users that are interested in fuma are comparing it to the libraries listed below
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆9Updated last year
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- An R Package for Change Point Localisation☆12Updated last year
- Bayesian Multivariate GARCH☆17Updated 5 months ago
- Penalized Quantile Regression☆15Updated 2 months ago
- How to use EconML within R☆12Updated 5 years ago
- Convolution-type Smoothed Quantile Regression☆21Updated 2 years ago
- Introduction to Econometrics at the University of Oregon (EC421) during Winter quarter, 2022. Taught by Ed Rubin.☆12Updated 3 years ago
- ☆16Updated last year
- ☆9Updated 3 years ago
- Instrumental Variable Quantile Regression☆12Updated last year
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆10Updated 4 years ago
- R package for fast rolling and expanding linear regression models☆22Updated 2 years ago
- An R-package for obtaining real-time data from ALFRED database☆19Updated 2 years ago
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆15Updated 2 years ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆17Updated 5 months ago
- R package to download Prof. Kenneth French data sets☆12Updated last year
- ☆9Updated 8 years ago
- Causal-inference oriented doctoral econometrics course at UO☆14Updated 2 years ago
- The Fast Kalman Filter (FKF) package for R☆12Updated 7 months ago
- ☆16Updated 3 years ago
- R package for doubly robust estimates of causal effects in high-dimensions using flexible Bayesian methods☆26Updated 4 months ago
- R/C++ implementation of Bayes VAR models☆17Updated 5 years ago
- Ensemble forecasts with fable for NYCR conference☆16Updated 4 years ago
- Time-series functionality based on nanotime and data.table☆14Updated 3 months ago
- Expected Shortfall Backtesting☆12Updated last year
- Time series forecasting with Lasso-type shrinkage methods☆13Updated 7 months ago
- R/haldensify: Highly Adaptive Lasso Conditional Density Estimation☆18Updated 2 months ago
- statespacer: State Space Modelling in R☆15Updated 2 years ago
- Rjournal website sandbox, and deploy site. You can preview the changes at the address below.☆17Updated 3 weeks ago