First year graduate level econometrics notes with embedded examples using the Julia language. The notes cover linear regression models in the first half (about 30 hours of class time). The second half ...

First year graduate level econometrics notes with embedded examples using the Julia language. The notes cover linear regression models in the first half (about 30 hours of class time). The second half ...

The Society for Financial Econometrics Lecture Series features bi-annual SoFiE-invited lectures by leading scholars in financial econometrics. The Society for Financial Econometrics has created a new ...

Walras-Bowley Lecture given at the North American Summer Meeting of the Econometric Society in Los Angeles on June 14 2013. Chesher, A. (2013). 'Walras-Bowley Lecture: Limited Information Econometrics ...

ABSTRACT: This paper explores the factors influencing agricultural trade between Chinese Mainland and Taiwan region, aiming to provide recommendations for cross-strait trade policies. Using a gravity ...

In this talk Professor Zaffaroni will address many different topics which have interested him over the years in financial econometrics and econometric theory, including long memory, stochastic ...

Hastie, Trevor, Robert Tibshirani and Jerome Friedman. 2009. Elements of Statistical Learning: Data Mining, Inference and Prediction. Second Edition. Text Mining: Taddy, Matthew. 2013. “Multinomial ...

This course is available on the MSc in Econometrics and Mathematical Economics and MSc in Econometrics and Mathematical Economics (2 Year Programme). This course is available with permission as an ...

Cecilia Rouse, president of the Brookings Institution and a professor at Princeton University, who chaired the Council ...

On the occasion of her farewell lecture, Professor Jaya Krishnakumar will share her passion for econometrics and human development as the guest speaker for the Solari Lecture 2022. Each year, the ...