PhD in Econometrics
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University of Cambridge
- Cambridge, United Kingdom
- http://juliusvainora.com
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SEB
SEB PublicAn efficient implementation of a data partitioning approach into Statistically Equivalent Blocks (SEB) due to Gessaman (1970)
C++
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MQ
MQ PublicMaster thesis "Processes with Moving Quantiles: Analysis and Application" source code
R
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mpiktas/midasr
mpiktas/midasr PublicR package for mixed frequency time series data analysis.
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