Search results with tag "Ec 823"
EC 823: Applied Econometrics - Boston College
fmwww.bc.eduGeneralized linear models Christopher F Baum EC 823: Applied Econometrics Boston College, Spring 2013 Christopher F Baum (BC / DIW) Generalized linear models Boston College, Spring 2013 1 / 25
EC 823: Applied Econometrics - Boston College
fmwww.bc.eduARCH and MGARCH models Christopher F Baum EC 823: Applied Econometrics Boston College, Spring 2014 Christopher F Baum (BC / DIW) ARCH and MGARCH models Boston College, Spring 2014 1 / 38
EC 823: Applied Econometrics - Boston College
fmwww.bc.eduQuantile regression Christopher F Baum EC 823: Applied Econometrics Boston College, Spring 2013 Christopher F Baum (BC / DIW) Quantile regression Boston College, Spring 2013 1 / 20
EC 823: Applied Econometrics - Boston College
fmwww.bc.eduvar and irf create, to reestimate the VAR with a different ordering, as the order() option of irf create will apply the Cholesky decomposition in the specified order. Just as the OIRFs are sensitive to the ordering of variables, the FEVDs are defined in …
EC 823: Applied Econometrics - Boston College
fmwww.bc.eduDynamic panel data estimators Dynamic panel data estimators In the context of panel data, we usually must deal with unobserved heterogeneity by applying the within (demeaning) transformation, as in