Alternatives and similar repositories for classo:

Users that are interested in classo are comparing it to the libraries listed below

• zhentaoshi / C-Lasso
  The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Pa…
  ☆23Updated 3 weeks ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆31Updated 4 months ago
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆17Updated 5 years ago
• zhentaoshi / Boosted_HP_filter
  Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"
  ☆26Updated 2 years ago
• XiaoouPan / conquer
  Convolution-type Smoothed Quantile Regression
  ☆20Updated last year
• tchakravarty / HansenSolutions
  Solutions to Bruce Hansen's textbook "Econometrics".
  ☆15Updated 9 years ago
• wenddymacro / Applied-Econometrics
  DSGE/CGE/VAR/DID/RD/IV/Panel Data
  ☆17Updated 5 years ago
• FK83 / bvarsv
  Analysis of the Primiceri (REStud, 2005) model
  ☆30Updated 5 months ago
• labordynamicsinstitute / replicability-training
  Training for assessing replicability
  ☆12Updated last month
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆26Updated last year
• kolesarm / ManyIV
  Inference in instrumental variables models robust to many instruments
  ☆11Updated 3 years ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated last year
• bdemeshev / bvarr
  r package for bayesian VARs
  ☆22Updated 7 years ago
• skranz / EconJournalData
  Shiny App to Search for Economics Articles with Data Supplements
  ☆9Updated 2 years ago
• BayerSe / esback
  Expected Shortfall Backtesting
  ☆12Updated last year
• ttfcui / heatmapEco
  Public repo for heatmapEco package
  ☆10Updated 7 years ago
• tylerJPike / OOS
  Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …
  ☆9Updated 3 years ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆27Updated 2 months ago
• jeremylhour / hdmetrics
  Machine Learning for Econometrics -- ENSAE Paris
  ☆22Updated 4 years ago
• paulofelipe / cp2015
  Caliendo and Parro (2015) quantitative trade model in R.
  ☆9Updated 3 months ago
• fditraglia / econ722
  Notes and code for the second part of Econ 722 at UPenn
  ☆18Updated 4 years ago
• JustinMShea / neverhpfilter
  R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton
  ☆14Updated 2 years ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆31Updated 4 months ago
• skranz / xsynthdid
  Simple function to adjust for covariates in synthdid
  ☆16Updated 2 years ago
• MatthieuStigler / tsDyn
  tsDyn
  ☆34Updated 3 months ago
• edrubin / EC524W21
  Masters-level applied econometrics course—focusing on prediction—at the University of Oregon (EC424/524 during Winter quarter, 2021 Taugh…
  ☆18Updated 3 years ago
• chenyang45 / BoostedHP
  packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"
  ☆12Updated 2 years ago
• cpfiffer / virtual-econ.info
  ☆29Updated 3 years ago
• hollina / scul
  R package for the Synthetic Control Using Lasso (SCUL) estimator from Hollingsworth and Wing (2020)
  ☆23Updated last year
• andrewchbaker / BaGel
  Codes to replicate analysis in Baker & Gelbach (2020)
  ☆11Updated 4 years ago