ROADMAP: Future plans
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Nobody has claimed this yet.
Assessment
- Difficulty
- 5/5
- Estimated time
- Over a week
- Newbie friendliness
- 20/100
Research direction
This is a roadmap list, not a scoped implementation issue; no files, tests, or entry points are named. First check whether one of the unchecked items is still wanted and find its existing discussion or related code in the project. Before starting, agree on the specific item and what behavior and tests would count as done.
Written by the indexing model from the issue text.
Description
Some planned additions. No specific time for completion.
- Patton-Politis-White Bandwidth Selection for Time-Series Bootstraps
- Engle-Granger Cointegration Testing
- Phillips-Ouliaris Cointegration Testing
- Dynamic OLS Cointegration Vector Estimation
- FM OLS Cointegration Vector Estimation
- CCR Cointegration Vector Estimation
- Reduced memory in simulation-forecasting
- GARCH-X and EGARCH-X
- VAR-HAC
- Pre-whitened Recolored Long-run covariance estimation
- Univariate MA Mean Model
- Generalized lag GARCH models (e.g., lag 2 but not 1)
- General support for variance targetted estimation
- Multivariate GARCH
- Dominant language
- Python
- Stars
- 1.6k
- Forks
- 298
- Avg merge
- 14h 46m
- Merged PRs (30d)
- 106
Getting set up
This project ships no dev container, Dockerfile or contributing guide, so setting up is up to you: start from its README, and see our first-contribution guide for the general steps.
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
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