awesome-var
github.com/kvasilopoulos/awesome-var ↗A curated list of Vector Autoregression resources
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74
Curated Resources
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MATLABRPythonJuliaOther SoftwareLocal ProjectionsLearning ResourcesPapers & Books
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Installation instructions →What's inside
Papers & Books
- arXiv:2410.15090Software Papers
- arXiv:2501.16711Software Papers
R
MATLAB
- BEAR ToolboxToolboxes
- BVAR_Toolboxes
- Dimitris KorobilisCode Collections
- Gary KoopCode Collections
- GVAR ToolboxToolboxes
- IRIS ToolboxToolboxes
Learning Resources
Local Projections
Other Software
Showing a sample of 74 resources. View the full list on GitHub →