Pinned Repositories
academic-kickstart
📝 Easily create a beautiful website using Academic, Hugo, and Netlify
BANL3200
BANL3200 material
mbalcilar.github.io
Mehmet Balcilar's Web Site
mFilter
Miscellaneous Time Series Filters: Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters
mMoments
Miscellaneous moments function, particularly measures of skewness and kurtosis
periodicAR
periodicAR is a packege for Periodic Autoregression Analysis.
RSTAR
R package for estimation and inference for univariate smooth transition autoregressive models (STAR). It also includes testing for STAalternatives, extensive diagnostics of estimated models, and impulse response analysis.
UNH_Business_Anlaytics_Syllabus_Template
R Markdown Template for University of New Haven, Department of Economics and Business Anlaytics
mbalcilar's Repositories
mbalcilar/mFilter
Miscellaneous Time Series Filters: Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters
mbalcilar/mbalcilar.github.io
Mehmet Balcilar's Web Site
mbalcilar/academic-kickstart
📝 Easily create a beautiful website using Academic, Hugo, and Netlify
mbalcilar/BANL3200
BANL3200 material
mbalcilar/BayesianMS-VAR-GC
Bayesian Estimation of Markov-Switching VARs for Granger Causal Inference in R
mbalcilar/CONABIO_AME2019
Stan scripts for Markov-switching models + more
mbalcilar/fHMM
Hidden Markov models for financial data
mbalcilar/MarkovSwitchingDCF
Markov Switching Dynamic Common Factor Model
mbalcilar/mMoments
Miscellaneous moments function, particularly measures of skewness and kurtosis
mbalcilar/MS_VAR
Stan-code for Markov-switching vector autoregressive models
mbalcilar/periodicAR
periodicAR is a packege for Periodic Autoregression Analysis.
mbalcilar/RSTAR
R package for estimation and inference for univariate smooth transition autoregressive models (STAR). It also includes testing for STAalternatives, extensive diagnostics of estimated models, and impulse response analysis.
mbalcilar/UNH_Business_Anlaytics_Syllabus_Template
R Markdown Template for University of New Haven, Department of Economics and Business Anlaytics
mbalcilar/Nonlinear_causality-test
mbalcilar/regime-switching-dynamic-factor-model
dynamic factor model with two state Markov switching estimation with Gibbs sampling
mbalcilar/rqmcmb2
Markov Chain Marginal Bootstrap for Quantile Regression