Econometrics lecture notes with examples using the Julia language
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Updated
Jul 13, 2024 - Julia
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.
A suite of Julia packages for difference-in-differences
MarSwitching.jl: Julia package for Markov switching dynamic models 📈
Fast estimation of generalized linear models with high dimensional categorical variables in Julia
Access DBnomics data series from Julia.
Microeconometric estimation in 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).
Regression-based multi-period difference-in-differences with heterogenous treatment effects
A minimal regression library for Julia
Build custom model types for estimation.
julia implementation of Smooth Local Projections (SLP)
Essential toolkits for working with autoregressive models
Julia package for simulating and estimating multi-level/hierarchical dynamic factor models (HDFMs).
Confidence bands for simultaneous statistical inference
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