Projects in Awesome Lists tagged with var-models
A curated list of projects in awesome lists tagged with var-models .
https://github.com/fipelle/messytimeseriesoptim.jl
A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.
dynamic-factor-models ecm-algorithm forecast julia kalman-filter kalman-smoother time-series var-models vma-models
Last synced: 29 Oct 2025
https://github.com/chirindaopensource/non_linear_forecasting_backcasting
Python implementation of Gourieroux-Jasiak's (2025) mixed causal-noncausal VAR models. Features probabilistic forecasting, nonlinear innovation filtering, and state-dependent IRF analysis for financial time series with explosive dynamics. Enables robust risk assessment and structural analysis of speculative behavior.
bootstrap bubble-analysis financial-modeling forecasting jupyter-notebook monte-carlo nonlinear-modeling numpy pandas python quantitative-finance research-implementation risk-management scipy statistical-modeling time-series uncertainty-quantification var-models
Last synced: 11 Apr 2026
