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## ℹ️ Details
- [x] [Meetup page](https://www.meetup.com/React-Singapore/events/260564102/?isFirstPublish=true)
- [x] Date: Thursday, 25th July 2019
- [x] Venue: Stripe Singapore
- [x] Hosts: @y…
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Current implementation of prediction intervals uses simple bootstrapping by taking individual random samples. This can be improved by using block bootstrapping, as described here: https://otexts.com/f…
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Hi @s-broda !
Not sure if you want to make it that verbose, but you could consider calling your package ARCHModels.jl or GARCHModels.jl to allow exporting ARCH. Since you're exporting things like …
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In Jorda (2005), the Newey-West Lag length is 1 + p + h, where h is length of the impulse response (h = 24 in Jorda (2005)), p is lag length in the VAR. The well-received textbook Introduction to Econ…
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when i use loadTimeLimits, preprocessing ends extremely fast, and mostly with errors- because no spikes are detected.
when i use it with the calculated number of samples it does not crash. so i think…
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Thank you so much for this interesting package.
Is there a way of being able to use bvar.sv.tvp when dealing with datasets with missing values?
Best wishes,
David
dsg27 updated
5 years ago
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Hey ,thank you for replying my dull question. I already installed all the configure files before I submit the issue, it`s my bad not explaining the problem clearly, and I stopped here:
no log4j fro…
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* widen + lengthen
* elongate + broaden
* stretch + compress
* ravel + unravel
* cast + melt
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Hi Shiro,
when some fields are present your style produces an error, for example, using econ-aer.bst, this entry (downloaded directly from google scholar with bibdesk) gives me an error:
```
@inc…
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must use gh-pages branch and change push.bat
https://github.com/epogrebnyak/econometrics-navigator/blob/c939a542f00bc71dcdb975f1cdc0a9bd2b88eaa7/push.bat#L1-L6