.
Post-doc researcher at the Econometrics and Data Science department of VU Amsterdam
-
Vrije Universiteit Amsterdam
- Amsterdam, NL
Highlights
- Pro
Block or Report
Block or report qntwrsm
Report abuse
Contact GitHub support about this user’s behavior. Learn more about reporting abuse.
Report abusePinned
-
DynamicFactorModels.jl
DynamicFactorModels.jl PublicProvides methods dynamic factor models, such as estimation, w/ and w/o penalization, forecasting and filtering
-
TensorAutoregressions.jl
TensorAutoregressions.jl PublicProvides methods for tensor-valued autoregressive modelling, such as estimation, forecasting and impulse response function (IRF) analysis
Julia 1
-
StateSpace.jl
StateSpace.jl PublicProvides methods for a linear Gaussian State Space model such as filtering (Kalman filter), smoothing (Kalman smoother), forecasting, likelihood evaluation, and estimation of hyperparameters (Maxim…
Julia 4
Something went wrong, please refresh the page to try again.
If the problem persists, check the GitHub status page or contact support.
If the problem persists, check the GitHub status page or contact support.