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Right now, the tolerance is hard-coded as `1e-9`, in the following two places:
https://github.com/Nosferican/Econometrics.jl/blob/b7e20d8fdfc928d38ebcbb8e2953935ecbb5ce88/src/solvers.jl#L195
https…
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I don't see an open issue for this, and just found a statistics article for it for QIF-GEE
To get started: using principal components
Cho and Qu use principal components on a subset of moment co…
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Something like "Python for Econometrics" should be an inspiration. It's a bit messy (order of chapters seems weird to me), but it covers a lot of stuff.
https://www.kevinsheppard.com/images/0/09/Pyth…
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Below is a list of resources I found useful for developing the mathematical intuition required for economic research
Additionally, I've taken the following courses at Syracuse University. Descripti…
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Similar to what is in R fixest, will you consider adding support for weights: Optional variable to run a weighted first- and second-stage regressions in did2s? Thanks!
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This example sets a column in the object `db` to `1` so that the variable can vary. However it is not used in the subsequent regression. Is this done on purpose? If so, it is not clear how that column…
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From ML: "What are some good tutorials or resources (besides the documentation) to learn statistics and econometrics through the Python statistics model (statsmodels)?"
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Hi!
Thanks for this useful package!
I have some difficulties in estimating tau_hat and se for staggered adoption case.
I read _Athey S, Imbens G W. Design-based analysis in difference-in-difference…
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I was wondering if there was a way to put in sample weights for biglasso. In cv.glmnet there is a "weights" option and it would be very useful for econometrics work.
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(I thought I opened an issue once, but don't find any
related also to Metaanalysis e.g. #1575
scipy.stats has two methods to combine zvalues (Fisher combination of p-values)
partially related: estima…