📖An interactive companion to the well-received textbook 'Introduction to Econometrics' by Stock & Watson (2015)
The official R data package for "Introductory Econometrics: A Modern Approach". A vignette contains example models from each chapter.
DoubleML - Double Machine Learning in R
MSGARCH R Package
Economics and Pricing in R
Factor-Based Imputation for Missing Data
Bayesian Estimation of Structural Vector Autoregressive Models
R Companion to the textbook "Econometrics" by Fumio Hayashi
ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
Conformal Time Series Forecasting Using State of Art Machine Learning Algorithms
tldr; If you have a 2-4GB dataset and you need to estimate a (generalized) linear model with a large number of fixed effects, this package is for you.
Replication package for Bonhomme Lamadon and Manresa paper, A distributional framework for matched data
Time Series And Econometric Modeling In R
Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and forecast error variance decomposition.
An implementation of the `gets` package for Panel Models to use indicator saturation
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