Econometrics lecture notes with examples using the Julia language
-
Updated
Feb 18, 2025 - Julia
#
econometrics
Here are 40 public repositories matching this topic...
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
statistics time-series julia-language econometrics forecasting kalman-filter time-series-analysis exponential-smoothing state-space-models sarima unobserved-components
-
Updated
Oct 9, 2024 - Julia
Time series implementation for the Julia language focused on efficiency and flexibility
finance timeseries time-series julia julia-language data-visualization data-structures economics io scientific-computing econometrics data-analysis quantitative-finance quantitative-trading time-series-analysis
-
Updated
Mar 3, 2023 - Julia
A Julia package for estimating ARMA-GARCH models.
finance statistics timeseries arch julia julia-language regression econometrics volatility garch statistical-models
-
Updated
Jan 15, 2025 - Julia
Sequential Monte Carlo algorithm for approximation of posterior distributions.
time-series economics econometrics bayesian-inference mcmc online-algorithms sequential-monte-carlo adaptive-algorithm
-
Updated
Aug 28, 2024 - Julia
A suite of Julia packages for difference-in-differences
julia economics econometrics causal-inference empirical-research difference-in-differences event-studies
-
Updated
Apr 10, 2024 - Julia
MarSwitching.jl: Julia package for Markov switching dynamic models 📈
-
Updated
Aug 1, 2024 - Julia
Fast estimation of generalized linear models with high dimensional categorical variables in Julia
-
Updated
Jun 7, 2024 - Julia
Microeconometric estimation in Julia
-
Updated
Apr 22, 2021 - Julia
Access DBnomics data series from Julia.
-
Updated
Jul 17, 2022 - Julia
Quickly assemble data from the Panel Study of Income Dynamics (PSID)
-
Updated
Dec 7, 2024 - Julia
Local projection methods for impulse response estimation
-
Updated
Apr 26, 2024 - Julia
A Julia interface for retrieving data from the Bureau of Economic Analysis (BEA).
-
Updated
Aug 25, 2022 - Julia
julia implementation of Smooth Local Projections (SLP)
-
Updated
Jul 4, 2024 - Julia
Regression-based multi-period difference-in-differences with heterogenous treatment effects
julia regression economics econometrics causal-inference fixed-effects empirical-research difference-in-differences event-studies
-
Updated
Mar 11, 2022 - Julia
A minimal regression library for Julia
-
Updated
Apr 24, 2018 - Julia
Build custom model types for estimation.
-
Updated
Nov 25, 2024 - Julia
Essential toolkits for working with autoregressive models
-
Updated
Apr 20, 2024 - Julia
Quantitative risk and performance analysis package for financial time series powered by the Julia language.
-
Updated
Apr 26, 2024 - Julia
Confidence bands for simultaneous statistical inference
-
Updated
Feb 4, 2023 - Julia
Improve this page
Add a description, image, and links to the econometrics topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the econometrics topic, visit your repo's landing page and select "manage topics."