Shaw's starred repositories
HiddenMarkovModel
Code for the Hidden Markov Model Tutorial Series
nowcasting
R package for Dynamic Factor Models with mixed frequencies and unbalanced panel :chart_with_downwards_trend:
MIDAS_Nowcaster
A tool to nowcast quarterly data with monthly indicators: US consumption example
Midas-GDP-Forecast
My senior year project. Forecasting Turkey's real GDP growth using mixed data sampling regression model.
SA-Nowcast
Automated DFM Nowcasting Model and Platform for South Africa (Active Repo at coderaanalytics-models/SA-Nowcast)
DFM-Nowcaster
A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python
nowcastDFM
Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
Nowcasting-Python
Python Nowcasting