an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.
☆23Apr 22, 2026Updated last month
Alternatives and similar repositories for PSTR
Users that are interested in PSTR are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This is a read-only mirror of the CRAN R package repository. splm — Econometric Models for Spatial Panel Data☆10Dec 21, 2023Updated 2 years ago
- ☆10Jan 26, 2025Updated last year
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆14Apr 17, 2021Updated 5 years ago
- Instrumental Variable Quantile Regression☆13Jul 17, 2023Updated 2 years ago
- R Package for Bootstrap Unit Root Tests☆10May 5, 2025Updated last year
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- This code show the SVAR results from the paper: "Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply …☆27Aug 13, 2023Updated 2 years ago
- We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a pop…☆10Jun 8, 2020Updated 5 years ago
- A clean graph scheme for Stata☆26May 31, 2016Updated 9 years ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 3 years ago
- CoVaR estimation via quantile regression☆27Jan 30, 2018Updated 8 years ago
- ☆22Jan 6, 2023Updated 3 years ago
- ☆14May 13, 2026Updated last week
- R package for Mixed-Frequency Bayesian VARs☆46May 11, 2021Updated 5 years ago
- Multivariate GARCH Models☆18Aug 31, 2025Updated 8 months ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- ☆111Feb 20, 2026Updated 3 months ago
- R package to estimate time-varying coefficient regressions☆20Mar 11, 2026Updated 2 months ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆23Jun 4, 2025Updated 11 months ago
- Code to compute Spillover Asymmetry Measure (SAM) introduced in Baruník, J., Kočenda, E. and Vácha, L., 2016. Asymmetric connectedness on…☆14Apr 6, 2019Updated 7 years ago
- Tidymodels for Nested/Panel Data☆13Sep 30, 2023Updated 2 years ago
- 基于Python爬取小红书平台的数据☆20Jan 14, 2025Updated last year
- split-apply-combine with optional collapsing groups☆12Jun 20, 2025Updated 11 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Multivariate models for forecasting purposes☆12Nov 21, 2025Updated 6 months ago
- Univariate GARCH models in R☆31Mar 13, 2026Updated 2 months ago
- The tsutils package for R provides functions to support various aspects of time series and forecasting modelling.☆13Nov 16, 2023Updated 2 years ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆25Apr 27, 2018Updated 8 years ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Feb 18, 2021Updated 5 years ago
- An extension to the R tidyverse for automated ML. The package allows fitting and cross validation of linear regression and classification…☆17Apr 29, 2025Updated last year
- statespacer: State Space Modelling in R☆17Jan 27, 2023Updated 3 years ago
- Estimating Dynamic Common Correlated Effects Models in Stata☆32Aug 15, 2025Updated 9 months ago
- ☆15Jun 17, 2021Updated 4 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Estimation and forecasting of VAR model with the Lasso☆33Nov 19, 2025Updated 6 months ago
- scoring rules to evaluate probabilistic forecasts☆67Sep 23, 2025Updated 8 months ago
- R package for an automatic transformation of an R function into a Shiny app☆26Mar 10, 2023Updated 3 years ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- panelView for Stata☆32Sep 25, 2023Updated 2 years ago
- A package for evaluating macroeconomic forecasts developed by the Bank of England.☆25Updated this week
- Spatial Data Science with R, MSc course☆21Jun 7, 2019Updated 6 years ago