R Code for Bayesian Inference for Structural Vector Autoregressions Identified with Markov-Switching Heteroskedasticity
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Updated
Aug 25, 2022 - R
R Code for Bayesian Inference for Structural Vector Autoregressions Identified with Markov-Switching Heteroskedasticity
Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
Testing different models for the linear regression model with one estimator and heteroskedacity in data
Sketching of Data via Random Subspace Embeddings
Comprehensive tutorial notes for ETC2410 Introductory Econometrics
The purpose of my application was to solve a problem many businesses (small businesses in particular) face. They do not know how much to produce, where to price, how much to spend on advertising and many other questions. Eden’s purpose was to answer these questions for them easily and with no technical acumen required by the user. Eden would mod…
Repo where different methods for price regression are used (supervised machine learning)
Here I have checked and removed for heteroskedasticity .
Diagnostic tools for regression modeling. Julia-equivalent for diagnoser (https://github.com/robertschnitman/diagnoser).
Script used for my undergraduate thesis
OLS regression with possibility of controlling for fixed effects and robust standard errors
GWAS of trait variance (C++)
R package to perform regression-based Brown-Forsythe test
Econometrics_regression analysis using R language
Basic methodologies of Empirical Research applied on various case studies (R language)
An R package for time series modelling with mixture autoregressive and related models.
Full Log-Likelihood Heteroskedastic Regression with Deep Neural Networks and Tensorflow
Supplementary materials for the manuscript "Latent-class trajectory modeling with a heterogeneous mean-variance relation" by N. G. P. Den Teuling, F. Ungolo, S.C. Pauws, and E.R. van den Heuvel
Impact of macroecomonic variables on S&P 500
Detailed implementation of various regression analysis models and concepts on real dataset.
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