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local-projection

Here are 2 public repositories matching this topic...

lucabrugnolini / VectorAutoregressions.jl

Vector autoregressive model in Julia

time-series julia identification var local-projection lag-length irf svar

Updated Jun 22, 2022
Julia

justinjjlee / SmoothLocalProjections.jl

julia implementation of Smooth Local Projections (SLP)

time-series julia impulse-response econometrics smoothing time-series-analysis local-projection

Updated Jul 4, 2024
Julia

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