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Estimation and forecasting of VAR model with the Lasso
Replication material for 'Vector Autoregressions with Parsimoniously Time-Varying Parameters and an Application to Monetary Policy'.
A R package for estimation of Panels of Co-integrated VAR models.
Estimation of parsimoniously time-varying parameter VARs
Replication material for 'Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation.'
Forked from mmistakes/so-simple-theme
A simple and clean responsive Jekyll theme for words and photos.