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zhangxin's Projects

fnets icon fnets

Implementation of the FNETS methodology proposed in Barigozzi, Cho and Owens (2022) for network estimation and forecasting of high-dimensional time series

ordinal icon ordinal

R package ordinal: Regression Models for Ordinal Data

ssmodels-in-stan icon ssmodels-in-stan

State space models (dynamic linear models, hidden Markov models) implemented in Stan.

tvp-var-sv icon tvp-var-sv

I revised the TVP-VAR-SV model developed by Nakajima(2011), which adapted with Matlab R2022a now.

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