Tag: GAUSS Code
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New Release TSPDLIB 3.0
The new TSPDLIB 3.0 GAUSS library has been released by APTECH. It is the most complete free library about structural-break econometrics that you will find on…
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Panel Data Econometrics: Common Factor Analysis for Empirical Researchers [Update]
in BookEdit: It is an honor to be included on the companion website of Professor Sul: https://personal.utdallas.edu/ During this summer, I decided to explore and to understand…
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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…
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Panel Data Econometrics: Common Factor Analysis for Empirical Researchers
in BookDuring 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…
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Understanding the intuition behind Kalman filter with GAUSS
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…