Econometrics

Methodology of econometrics

The methodology of econometrics is the study of the range of differing approaches to undertaking econometric analysis. Commonly distinguished differing approaches that have been identified and studied include: * the Cowles Commission approach * the vector autoregression approach * the LSE approach to econometrics - originated with Denis Sargan now associated with David Hendry (and his general-to-specific modeling). Also associated this approach is the work on integrated and cointegrated systems originating on the work of Engle and Granger and Johansen and Juselius (Juselius 1999) * the use of calibration - Finn Kydland and Edward Prescott * the experimentalist or difference in differences approach - Joshua Angrist and . In addition to these more clearly defined approaches, Hoover identifies a range of heterogeneous or textbook approaches that those less, or even un-, concerned with methodology, tend to follow. (Wikipedia).

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Introduction to Econometrics Toolbox in MATLAB

Get a Free Trial: https://goo.gl/C2Y9A5 Get Pricing Info: https://goo.gl/kDvGHt Ready to Buy: https://goo.gl/vsIeA5 Create a predictive time-series model of a stock index. For more videos, visit http://www.mathworks.com/products/econometrics/examples.html

From playlist Computational Finance

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Linear regression

Linear regression is used to compare sets or pairs of numerical data points. We use it to find a correlation between variables.

From playlist Learning medical statistics with python and Jupyter notebooks

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Introduction to statistics

This lecturelet will introduce you to the series on statistical analyses of time-frequency data. For more online courses about programming, data analysis, linear algebra, and statistics, see http://sincxpress.com/

From playlist OLD ANTS #8) Statistics

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Professor Thad Dunning: Ethnic voting in Mali

Professor Dunning studies comparative politics, political economy, and methodology. His book, Crude Democracy: Natural Resource Wealth and Political Regimes contrasts the democratic and authoritarian effects of natural resource wealth. His current work on ethnic and other cleavages draws

From playlist The Institution for Social and Policy Studies (ISPS)

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2012 FRM Quantitative Analysis T2.a

This is a sample of our 2012 FRM Quantitative Analysis T2.a video tutorials. View our products here: https://www.bionicturtle.com/products/financial-risk-management/ The Bionic Turtle program is the most effective and affordable preparation aid for the Financial Risk Manager (FRM) exam.

From playlist FRM

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Parametric and nonparametric tests

Parametric tests are most commonly used in healthcare research. They include tests such as Student's t-test and ANOVA. There is, however a rich set of non-parametric tests that are much more appropriate to use in certain circumstances.

From playlist Learning medical statistics with python and Jupyter notebooks

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Simulating the economy as we simulate the climate... - Pollitt - Workshop 3 - CEB T3 2019

Pollitt (Cambridge Econometrics) / 04.12.2019 Simulating the economy as we simulate the climate: why most economists get it wrong ---------------------------------- Vous pouvez nous rejoindre sur les réseaux sociaux pour suivre nos actualités. Facebook : https://www.facebook.com/I

From playlist 2019 - T3 - The Mathematics of Climate and the Environment

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Summary Statistics

Welcome to my introductory series on Data Science! In this video, I explain how to talk about data in general, the difference between qualitative and quantitative data and finally, how to describe data succinctly by using summary statistics. Link to my notes on Introduction to Data Scien

From playlist Introduction to Data Science - Foundations

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Professor Mike West: Structured Dynamic Graphical Models & Scaling Multivariate Time Series

The Turing Lectures - Professor Mike West: Structured Dynamic Graphical Models & Scaling Multivariate Time Series. Click the below timestamps to navigate the video. 00:00:12 Welcome & Introduction by Doctor Ioanna Manolopoulou 00:01:19 Professor Mike West: Structured Dynamic

From playlist Turing Lectures

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Susan Athey: Data science is about using data to answer questions and test hypotheses

Susan Athey, the Economics of Technology Professor at Stanford Graduate School of Business, has always been interested in the intersection of economics and computer science. As an undergraduate she was a math, computer science and economics triple major. She explains that combining economi

From playlist Women In Data Science Conference (WiDS)- 2015

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14 Data Analytics: Indicator Methods

Lecture on the use of indicators for spatial estimation and simulation.

From playlist Data Analytics and Geostatistics

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History of Science Lecture Series - Steven Shapin

History of Science Lecture Series Topic: "The Social Sciences are Better than the Natural Sciences" Speaker: Steven Shapin Affiliation: Harvard University Date: February 24, 2023 Wolfensohn Hall

From playlist History of Science Series

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2. Utilities, Endowments, and Equilibrium

Financial Theory (ECON 251) This lecture explains what an economic model is, and why it allows for counterfactual reasoning and often yields paradoxical conclusions. Typically, equilibrium is defined as the solution to a system of simultaneous equations. The most important economic mode

From playlist Financial Theory with John Geanakoplos

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Compensation of Managers and Price Formation - J. Cvitanic - 4/29/2016

On Friday, April 29, 2016, Caltech celebrated the launch of Break Through: The Caltech Campaign—an ambitious fundraising initiative that will help secure the Institute’s future. The celebration began with a symposium for the entire campus and JPL community: faculty, students, staff, alumni

From playlist Break Through: The Caltech Campaign Community Celebration - 4/29/2016

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Jean-Pierre Florens: Inverse problems in econometrics - Lecture 1/4

Recording during the thematic month on statistics - Week 2 : "Mathematical statistics and inverse problems" the 9 February, 2016 at the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide

From playlist Probability and Statistics

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Michael Ghil, Coupled Climate–Economics Modeling and Data Analysis - 21 January 2019

Coupled Climate–Economics Modeling and Data Analysis: Endogenous Business Cycles and Fluctuation–Dissipation Theory Michael Ghil Ecole Normale Supérieure, Paris, e University of California, Los Angeles Abstract: This talk will address the mathematics of non-equilibrium macroeconomics [

From playlist Centro di Ricerca Matematica Ennio De Giorgi

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Threshold Switching Models | Switching Models in Econometrics, Part 2

This is the second video in a two-part series that shows how to model time series data in the presence of regime shifts in MATLAB in this video, we use Threshold Switching Models from the Econometrics Toolbox to model inflation data across different inflationary regimes. Download the code

From playlist Switching Models in Econometrics

Related pages

Computational economics | Regression analysis | Panel data | Well-posed problem | Exploratory data analysis | Estimation theory | Supply and demand | Observational study | Experiment | Parameter identification problem | Simultaneous equations model | Cross-sectional data | Statistical model | Omitted-variable bias | Kernel regression | Control theory | Mathematics | System identification | Ordinary least squares | First-price sealed-bid auction | Vector autoregression | Stability theory | Dynamic discrete choice | Multidimensional panel data | Difference in differences | Mechanism design | Experimentalist approach to econometrics | Econometrics | LSE approach to econometrics