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  • bvarsv
  • Referenced in 110 articles [sw11023]
  • bvarsv: Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters ... implementation of the model proposed by Primiceri (”Time Varying Structural Vector Autoregressions and Monetary Policy...

  • StFinMetrics
  • Referenced in 38 articles [sw29976]
  • Insightful Corporation for the statistical analysis and modelling of financial time series. But the book ... cointegration; analysis of vector autoregressive and multivariate GARCH models; modelling of long memory time series...

  • MSBVAR
  • Referenced in 3 articles [sw04504]
  • MSBVAR: Markov-Switching, Bayesian, Vector Autoregression Models , Provides methods for estimating frequentist and Bayesian Vector...

  • graphicalVAR
  • Referenced in 4 articles [sw31740]
  • experience sampling data, using the Graphical vector autoregression model in combination with regularization. See also...

  • MARSS
  • Referenced in 3 articles [sw23275]
  • constrained and unconstrained linear multivariate autoregressive state-space (MARSS) models fit to multivariate time-series ... dynamic linear model (DLM) and vector autoregressive model (VAR) model. Functions are provided for parametric...

  • bdt
  • Referenced in 3 articles [sw26300]
  • large number of parameters in subset vector autoregressive models often leads one to procure fast...

  • ctsem
  • Referenced in 3 articles [sw15514]
  • time models are conceptually similar to vector autoregressive models (thus also the latent change models...

  • gma
  • Referenced in 3 articles [sw26339]
  • Granger causality frameworks. A vector autoregressive model of order p is employed to account...

  • psychonetrics
  • Referenced in 3 articles [sw34796]
  • takes the form of a graphical vector-autoregression model between latent variables and is termed...

  • OKVAR-Boost
  • Referenced in 3 articles [sw24063]
  • nonlinear autoregressive model based on operator-valued kernels that simultaneously learns the model parameters ... regularized Operator-valued Kernel-based Vector AutoRegressive model (OKVAR) is trained on a random subnetwork...

  • iVAR
  • Referenced in 2 articles [sw31224]
  • data in multivariate time series using vector autoregressive models. This article introduces iVAR ... series on the basis of vector autoregressive (VAR) models. We conducted a simulation study...

  • DEoptim
  • Referenced in 54 articles [sw08656]
  • valued function of a real-valued parameter vector. The implementation of differential evolution in DEoptim ... Parratt model for X-ray reflectometry data and a Markov-Switching Generalized AutoRegressive Conditional Heteroskedasticity...

  • AS 311
  • Referenced in 5 articles [sw14167]
  • exact likelihood function of a vector autoregressive moving average model...

  • mlVAR
  • Referenced in 2 articles [sw33247]
  • Vector Autoregression. Estimates the multi-level vector autoregression model on time-series data. Three network...

  • autovarCore
  • Referenced in 1 article [sw15182]
  • autovarCore: Automated Vector Autoregression Models and Networks. Automatically find the best vector autoregression models...

  • pVAR
  • Referenced in 3 articles [sw25211]
  • Package of Programs. Panel vector autoregression (VAR) models have been increasingly used in applied research...

  • bvartools
  • Referenced in 1 article [sw40881]
  • package bvartools: Bayesian Inference of Vector Autoregressive Models. Assists in the set-up of algorithms ... Bayesian inference of vector autoregressive (VAR) models. Functions for posterior simulation, forecasting, impulse response analysis...

  • sspace
  • Referenced in 1 article [sw24827]
  • estimate the parameters of unobserved-component models, vector autoregressive moving-average models, and dynamic-factor...

  • VARsignR
  • Referenced in 1 article [sw38310]
  • package VARsignR: Sign Restrictions, Bayesian, Vector Autoregression Models. Provides routines for identifying structural shocks...

  • Algorithm 878
  • Referenced in 3 articles [sw35931]
  • VARMA time series models are presented (vector autoregressive moving average). The functions accept incomplete data ... when estimating seasonal, structured or distributed lag models. Also provided is a function for creating...