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Topic > Econometrics

Basic Time Series Infrastructure (3 project)
Further Regression Models (13 project)
Inequality (1 project)
Linear Regression Models (4 project)
Matrix Manipulations (1 project)
Microeconometrics (10 project)
Structural Change (8 project)
Time Series Modelling (16 project)

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15 projects in result set.

0. sandwich: Robust Covariance Estimation - An object-oriented implementation of model-robust covariances and standard error estimators for cross-sectional, time series, and longitudinal data.

Development Status : 5 - Production/Stable [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : R [Filter]
Topic : Econometrics [Filter]
Topic : Regression Models [Filter]
Topic : Robust Statistics [Filter]

Activity Percentile: 58.82

Registered: 2016-09-21 08:36

1. SparseGrid - SparseGrid is an R translation of the Matlab code on http://www.sparse-grids.de Sparse grids can be used to numerically approximate integrals of high dimension, with fewer nodes than grids constructed by a product rule.
Development Status : 4 - Beta [Filter] Intended Audience : Developers [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English [Filter] Programming Language : R [Filter] Topic : Econometrics [Filter] Topic : Numerical Analysis [Filter]	Activity Percentile: 0.00 Registered: 2011-11-27 17:21

2. ReturnAnalytics - Performance and risk analysis of financial time series, including packages PerformanceAnalytics and PortfolioAnalytics
Development Status : 5 - Production/Stable [Filter] Intended Audience : Developers [Filter] Intended Audience : End Users/Desktop [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English [Filter] Programming Language : R [Filter] Topic : Econometrics [Filter] Topic : Finance [Filter]	Activity Percentile: 0.00 Registered: 2009-10-23 21:42

3. Spatial Stochastic Frontier - A set of tools for estimation (MLE) of various spatial specifications of stochastic frontier models
Development Status : 1 - Planning [Filter] License : OSI Approved : GNU Lesser General Public License (LGPL) [Filter] Programming Language : R [Filter] Topic : Econometrics [Filter] Topic : Spatial Data & Statistics [Filter]	Activity Percentile: 0.00 Registered: 2013-10-22 12:48

4. Rmetrics - Computational Finance - Rmetrics is an open source solution for teaching financial market analysis and valuation of financial instruments. With hundreds of functions build on modern methods, Rmetrics combines explorative data analysis and statistical modelling.

Development Status : 4 - Beta [Filter]
Intended Audience : Developers [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : Fortran [Filter]
Programming Language : R [Filter]
Topic : Econometrics [Filter]
Topic : Education [Filter]
Topic : Finance [Filter]

Activity Percentile: 0.00

Registered: 2008-03-01 16:55

5. art: Applied Regression Tools - Tools for working with various types of regression tools, including diagnostic graphics, inference and model comparison.

Development Status : 1 - Planning [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : R [Filter]
Topic : Econometrics [Filter]
Topic : Regression Models [Filter]
Topic : Social Sciences : Linear and Generalized Linear Models [Filter]

Activity Percentile: 0.00

Registered: 2007-01-31 15:08

6. candlesticks - candlesticks: filter Japanese Candlestick Patterns like Doji, Engulfing, Harami, etc. out of OHLC price data.

Development Status : 4 - Beta [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : Developers [Filter]
Intended Audience : Other Audience [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : R [Filter]
Topic : Econometrics [Filter]
Topic : Finance [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2012-01-06 14:40

7. Probability distributions - Provide a handbook on probability distributions with plenty of code example for plotting, fitting and/or using probability distributions.
Development Status : 4 - Beta [Filter] Intended Audience : End Users/Desktop [Filter] Intended Audience : Other Audience [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English [Filter] Operating System : OS Independent [Filter] Programming Language : R [Filter] Topic : Econometrics [Filter]	Activity Percentile: 0.00 Registered: 2009-02-14 11:04

8. ProfitAndLoss - Profit&Loss calculation for financial instruments and portfolio's as used in trading systems. Aimed at doing a limited amount of tasks fast and well. Heavily based on xts-timeseries.
Development Status : 1 - Planning [Filter] Environment : Console (Text Based) [Filter] Intended Audience : End Users/Desktop [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English [Filter] Operating System : OS Independent [Filter] Programming Language : R [Filter] Topic : Econometrics [Filter] Topic : Finance [Filter]	Activity Percentile: 0.00 Registered: 2010-03-22 18:42

9. Hedonic Elementary Price Indices - The hepi package provides a set of functions and classes for representing and estimating hedonic functions as well as hedonic elementary price indices.
Development Status : 5 - Production/Stable [Filter] Environment : Console (Text Based) [Filter] Intended Audience : End Users/Desktop [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English [Filter] Programming Language : R [Filter] Topic : Econometrics [Filter]	Activity Percentile: 0.00 Registered: 2008-10-30 20:44

10. quantmod: financial modelling - Designed to bring fast, full, and extensible access of R statistical tools to the quantitative developer. This project has moved from R-Forge to GitHub: https://github.com/joshuaulrich/quantmod

Development Status : 3 - Alpha [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : Developers [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : Fortran [Filter]
Programming Language : R [Filter]
Topic : Econometrics [Filter]
Topic : Finance : Data and Date Management [Filter]

Activity Percentile: 0.00

Registered: 2008-01-10 19:53

11. waveslim: Wavelet methods for 1/2/3D - Basic wavelet routines for the processing/analysis/inference of time series, images and 3D arrays. The code provided here is based on Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001); Kingsbury (1999); and Selesnick (200?).

Development Status : 4 - Beta [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : Developers [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : C/C\+\+ [Filter]
Programming Language : Fortran [Filter]
Programming Language : R [Filter]
Topic : Econometrics [Filter]
Topic : Finance [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2009-02-26 17:20

12. splm: spatial panel data models - A comprehensive toolset for ML and GM estimation and diagnostic testing of econometric models for spatial panel data.
Development Status : 4 - Beta [Filter] Intended Audience : End Users/Desktop [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English [Filter] Operating System : OS Independent [Filter] Programming Language : R [Filter] Topic : Econometrics [Filter] Topic : Spatial Data & Statistics [Filter]	Activity Percentile: 0.00 Registered: 2009-02-06 17:34

13. High-Dimensional Metrics - This package provides the implementation of selected high-dimensional statistical and econometric methods which enable estimation and valid post-selection inference on treatment and structural parameters in a high-dimensional setting.
Topic : Biostatistics & Medical Statistics [Filter] Topic : Econometrics [Filter] Topic : Machine Learning [Filter]	Activity Percentile: 0.00 Registered: 2015-05-24 13:36

14. punitroots: Panels With Unit Roots - Tests for unit roots in panels of (economic) time series, with and without cross-sectional dependence.

Development Status : 1 - Planning [Filter]
Environment : Console (Text Based) [Filter]
Intended Audience : End Users/Desktop [Filter]
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : OS Independent [Filter]
Programming Language : R [Filter]
Topic : Econometrics [Filter]
Topic : Finance : Time Series [Filter]
Topic : Time Series [Filter]

Activity Percentile: 0.00

Registered: 2011-04-30 17:48