Ecosyste.ms: Packages
An open API service providing package, version and dependency metadata of many open source software ecosystems and registries.
juliahub.com "econometrics" keyword
RiskPerf 0.1.0
Quantitative risk and performance analysis package for financial time series powered by the Julia...1 version - Latest release: 5 days ago - 5 stars on GitHub
ModelConstructors 0.2.4
Build custom model types for estimation.15 versions - Latest release: over 3 years ago - 2 dependent packages - 11 stars on GitHub
DBnomics 0.3.2
Access DBnomics data series from Julia.5 versions - Latest release: over 2 years ago - 29 stars on GitHub
GLFixedEffectModels 0.5.3
Fast estimation of generalized linear models with high dimensional categorical variables in Julia11 versions - Latest release: 4 months ago - 33 stars on GitHub
PSID 3.0.0
Quickly assemble data from the Panel Study of Income Dynamics (PSID)4 versions - Latest release: over 1 year ago - 24 stars on GitHub
Top 8.5% on juliahub.com
13 versions - Latest release: almost 3 years ago - 2 dependent packages - 5 dependent repositories - 99 stars on GitHub
Temporal 0.8.1
Time series implementation for the Julia language focused on efficiency and flexibility13 versions - Latest release: almost 3 years ago - 2 dependent packages - 5 dependent repositories - 99 stars on GitHub
BeaData 0.5.4
A Julia interface for retrieving data from the Bureau of Economic Analysis (BEA).11 versions - Latest release: over 1 year ago - 1 dependent repositories - 19 stars on GitHub
Microeconometrics 0.6.0
Microeconometric estimation in Julia5 versions - Latest release: over 4 years ago - 30 stars on GitHub
LocalProjections 0.2.1
Local projection methods for impulse response estimation3 versions - Latest release: 12 days ago - 15 stars on GitHub
SMC 0.1.15
Sequential Monte Carlo algorithm for approximation of posterior distributions.14 versions - Latest release: almost 3 years ago - 1 dependent package - 66 stars on GitHub
ARCHModels 2.4.0
A Julia package for estimating ARMA-GARCH models.39 versions - Latest release: about 1 month ago - 1 dependent package - 87 stars on GitHub
MarSwitching 0.2.2
MarSwitching.jl: Julia package for Markov switching dynamic models4 versions - Latest release: 3 months ago - 34 stars on GitHub
AutoregressiveModels 0.1.0
Essential toolkits for working with autoregressive models1 version - Latest release: about 1 year ago - 7 stars on GitHub
InteractionWeightedDIDs 0.3.2
A suite of Julia packages for difference-in-differences6 versions - Latest release: 19 days ago - 1 dependent package - 33 stars on GitHub
DiffinDiffs 0.2.0
A suite of Julia packages for difference-in-differences2 versions - Latest release: 19 days ago - 33 stars on GitHub
DiffinDiffsBase 0.5.0
A suite of Julia packages for difference-in-differences11 versions - Latest release: 19 days ago - 2 dependent packages - 33 stars on GitHub
WooldridgeDatasets 0.1.4
This package contains the Data Sets used in the Introductory Econometrics by Jeffrey Wooldridge5 versions - Latest release: over 1 year ago - 3 stars on GitHub
StateSpaceModels 0.6.7
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.39 versions - Latest release: 8 months ago - 259 stars on GitHub
ConfidenceBands 0.1.1
Confidence bands for simultaneous statistical inference2 versions - Latest release: about 1 year ago - 8 stars on GitHub
Econometrics 0.2.10
Econometrics in Julia11 versions - Latest release: over 1 year ago - 67 stars on GitHub
IMFData 0.2.2
A Julia interface for retrieving data from the International Monetary Fund (IMF).4 versions - Latest release: 3 months ago - 7 stars on GitHub
Related Keywords
julia
15
economics
14
time-series
6
statistics
5
julia-language
4
difference-in-differences
3
regression
3
finance
3
causal-inference
3
empirical-research
3
event-studies
3
economic-data
3
timeseries
2
impulse-response
2
time-series-analysis
2
julia-package
2
machine-learning
1
markov-chain
1
statistical-models
1
arch
1
garch
1
volatility
1
sequential-monte-carlo
1
data-science
1
bootstrapping-statistics
1
wooldridge
1
wooldridge-database
1
kalman-filter
1
sarima
1
state-space-models
1
exponential-smoothing
1
unobserved-components
1
forecasting
1
statistical-inference
1
confidence-intervals
1
hacktoberfest
1
investing
1
analysis
1
risk
1
performance
1
series
1
time
1
quantitative
1
trading
1
models
1
modeling
1
economics-models
1
regression-analysis
1
fixed-effects
1
psid
1
scientific-computing
1
data-analysis
1
quantitative-trading
1
quantitative-finance
1
data-visualization
1
data-structures
1
io
1
adaptive-algorithm
1
bayesian-inference
1
mcmc
1
online-algorithms
1