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andrea-luciani
bimets:Time Series and Econometric Modeling
Time series analysis, (dis)aggregation and manipulation, e.g. time series extension, merge, projection, lag, lead, delta, moving and cumulative average and product, selection by index, date and year-period, conversion to daily, monthly, quarterly, (semi)annually. Simultaneous equation models definition, estimation, simulation and forecasting with coefficient restrictions, error autocorrelation, exogenization, add-factors, impact and interim multipliers analysis, conditional equation evaluation, rational expectations, endogenous targeting and model renormalization, structural stability, stochastic simulation and forecast, optimal control.
Maintained by Andrea Luciani. Last updated 4 months ago.
econometricsoptimal-controlsimultaneous-equationsstochastic-simulationstructural-equation-modelingtime-series
16 stars 6.16 score 30 scripts