Addressing Conditional Heteroscedasticity in SVAR Models
It is a great pleasure and an honor to announce that I wrote my first blog for APTECH with Eric Clower. In this blog, we will look more…
It is a great pleasure and an honor to announce that I wrote my first blog for APTECH with Eric Clower. In this blog, we will look more…
The positional average known as the skewness allows you to assess the symmetry of a distribution. When the skewness is to zero, then the distribution is symmetric. You…
During this summer, I decided to explore and to understand the concept of common factors in panel data econometrics, which are a very important thing, in the exchange…
NEW PUBLICATION: The answer is yes. When the credit-to-GDP ratio is above 96.5%, the effect of a further development of bank credit on the economic growth is not…
NEW PUBLICATION: It was very interesting to explore how political tensions between China and the US impact the oil market. The originality of our approach lies in the…
The Big-O notation may seem quite obscure when you see it for the first time. A good way to intuitively understand this notation is to consider the case…
Let me draw your attention to this very pedagogical GAUSS blog on the Kalman filter. It links very well the theory and the code. Please find below the…
In this blog, we will see how to merge two datasets with different county code in a few simple steps. In my previous blog, I have shown how…
In this blog, I will show you in a few simple steps how to use the database aggregator DBnomics to retrieve some data with Stata. In a previous…
This is it! You now need 1 dollar to buy 1 euro. To get this picture below, I used the FRED connection with Mathematica 13.1, as I explained…
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