Discover jm4474/Confidence_Bands Open Source project

Stars
11
Rank 1,694,829 (Top 34 %)
Language
MATLAB
License
BSD 3-Clause "New...
Created about 7 years ago
Updated over 6 years ago

jm4474

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment described in the paper "Simultaneous Confidence Bands: Theory, Implementation, and an Application to SVARs", by Jose Luis Montiel Olea and Mikkel Plagborg-Møller; Journal of Applied Econometrics, 2018.

Lag-augmented_LocalProjections

Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.

MATLAB

Courses-IntroEconometrics-Ph.D

This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their doctoral education. Edits, comments, and suggestions are welcome.

FOMCTextAnalysis

HTML

SVARIV

This repository contains a Matlab suite to construct weak-instrument robust confidence intervals for impulse response coefficients in Structural Vector Autoregressions identified with an external instrument. See "Inference in Structural Vector Autoregressions identified by an external instrument" by J.L Montiel Olea, J. H. Stock, and M. W. Watson (2018) .

MATLAB

Courses-TimeSeries-Undergraduate

This course will provide a basic, yet rigorous, introduction to Time Series Econometrics. This course is intended for upper-level undergraduates and beginning M.A./M.S. students.