GAUSS Code – EconMacro

Panel Data Econometrics: Common Factor Analysis for Empirical Researchers [Update]

Edit: It is an honor to be included on the companion website of Professor Sul: https://personal.utdallas.edu/~dxs093000/book/panel.htm During this summer, I decided to explore and to understand the concept…

Post date April 20, 2023
Post categories In Book
Tags Common Factors, Empirical Research, GAUSS Code, MATLAB Code, Panel Data, STATA Code

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…

Post date September 19, 2022
Post categories In Codes and Datasets, Illustrated, Pedagogical Note
Tags Bootstrap, China, Conditional heteroscedasticity, GAUSS Code, Moving Block Bootstrap, Oil market, Political Tension, SIRF, SVAR, USA

Panel Data Econometrics: Common Factor Analysis for Empirical Researchers

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…

Post date September 3, 2022
Post categories In Book
Tags Common Factors, Empirical Research, GAUSS Code, MATLAB Code, Panel Data, STATA Code

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 below the…

Post date August 10, 2022
Post categories In Codes and Datasets, Pedagogical Note
Tags Data Visualization, GAUSS Code, Kalman filter, Nonlinear Dynamics, State Space