smeekes

smeekes's Stars

• cbail/textasdata

  This is a repo for a class on Text as Data

  Language:HTML11538

• Paul-Haimerl/PAGFL

  Simultaneously identify latent group structures and estimate group-specific coefficients in (time-varying) panel data models

  Language:R2

• Marga8/Climate_Granger_Causality

  Language:R21

• uo-ec607/lectures

  Lecture notes for EC 607

  Language:HTML1.6k627

• enweg/MacroEconometrics.jl

  Some Macro-Econometrics tools for Julia

  Language:Julia4

• RobertAdamek/desla

  Language:C++83

• cateschi/Time_varying_correlation

  R and C++ codes that can be used to replicate the empirical results obtained in the paper "Time-varying state correlations in state space models and their estimation via indirect inference" by Caterina Schiavoni, Siem Jan Koopman, Franz Palm, Stephan Smeekes and Jan van den Brakel.

  Language:R11

• girpas-ulg/trendfit

  Trend analysis and fitting for (atmospheric) time series

  Language:Python22

• cateschi/High_dimensional_state_space_model

  R codes and dataset for the estimation of the high-dimensional state space model proposed in the paper "A dynamic factor model approach to incorporate Big Data in state space models for official statistics" with Franz Palm, Stephan Smeekes and Jan van den Brakel.

  Language:R53

• wijler/specs

  specs

  Language:C++23

• Marga8/Granger-Causality-in-High-Dimensional-VARs

  This repo gather R functions to reproduce analyses on the paper: Hecq,A.,Margaritella,L.,Smeekes,S. (2019), "Granger Causality testing in High-Dimensional VARs: a Post-Double-Selection Procedure"

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