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  1. PAGFL PAGFL Public

    Simultaneously identify latent group structures and estimate group-specific coefficients in (time-varying) panel data models

    R 6 2

  2. replication-tv-pagfl replication-tv-pagfl Public

    Replication files for "Estimation of Latent Group Structures in Time-Varying Panel Data Models"

    R 2 1

  3. BTtest BTtest Public

    Estimate the number of factors in large nonstationary datasets

    R 3 1

  4. Regime-SW-UC-COVID-19 Regime-SW-UC-COVID-19 Public

    Modeling the COVID-19 Infection Rates by Regime Switching Unobserved Components Models

    R 1