Econometrics lecture notes with examples using the Julia language

StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.

Time series implementation for the Julia language focused on efficiency and flexibility

A Julia package for estimating ARMA-GARCH models.

Sequential Monte Carlo algorithm for approximation of posterior distributions.

MarSwitching.jl: Julia package for Markov switching dynamic models 📈

A suite of Julia packages for difference-in-differences

Fast estimation of generalized linear models with high dimensional categorical variables in Julia

Microeconometric estimation in Julia

Access DBnomics data series from Julia.

Quickly assemble data from the Panel Study of Income Dynamics (PSID)

Local projection methods for impulse response estimation

A Julia interface for retrieving data from the Bureau of Economic Analysis (BEA).

julia implementation of Smooth Local Projections (SLP)

Regression-based multi-period difference-in-differences with heterogenous treatment effects

A minimal regression library for Julia

Build custom model types for estimation.

Essential toolkits for working with autoregressive models

Confidence bands for simultaneous statistical inference

A Julia interface for retrieving data from the International Monetary Fund (IMF).