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  1. This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their doctoral education. Edits, comments, and suggestions are welc…

    15 9

  2. This course will provide a basic, yet rigorous, introduction to Time Series Econometrics. This course is intended for upper-level undergraduates and beginning M.A./M.S. students.

    Jupyter Notebook 10 10

  3. This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment described in the paper "Simultaneous Confidence Bands: Theory,…

    MATLAB 8 4

  4. This repository contains a Matlab suite to construct weak-instrument robust confidence intervals for impulse response coefficients in Structural Vector Autoregressions identified with an external i…

    MATLAB 4 6

  5. Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.

    MATLAB 3 3

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