#

vector-autoregression

Here are 2 public repositories matching this topic...

mikkelpm / nonlinear_dynamic_causal

Causal weights for macroeconomic shocks

impulse-response causal-inference vector-autoregression local-projection treatment-effect-estimation

Updated Nov 18, 2024
Stata

adriandecola / gold_futures

This repository contains a research paper I completed for my Time Series Econometrics class.

stata regression time-series-analysis vector-autoregression hp-filter arima-models dickey-fuller-test stationary-series

Updated Jun 18, 2023
Stata

Improve this page

Add a description, image, and links to the vector-autoregression topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the vector-autoregression topic, visit your repo's landing page and select "manage topics."