## A recent article on Local Projections

In a recent article published in the Journal of econometrics, we have some further insights about the bias-variance trade-off between IRF (Impulse Response Function) produced by the VAR…

Macro perspectives and debates

In a recent article published in the Journal of econometrics, we have some further insights about the bias-variance trade-off between IRF (Impulse Response Function) produced by the VAR…

In my previous blog, I recall that we can demonstrate in a few steps that the sample variance is an unbiased estimator of the population variance when we…

One way to convince some students that it is simple to demonstrate the value of the two first moments of a discrete distribution is to use Mathematica and…

Estimator: A statistic used to approximate a population parameter. Sometimes called a point estimator. Estimate: The observed value of the estimator. Unbiased estimator: An estimator whose expected value…

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