Master Degree Coursework: Econometrics II

'XTARIMAU': module to find the best [S]ARIMA[X] models in heterogeneous panels with the help of arimaauto

Assemble a panel dataset of U.S. fixed broadband and demographic data from Dec. 2014 - Dec. 2019. Replicate the results of Kotrous and Bailey, "Broadband Speeds in Fibered US Markets," Journal of Information Policy.

'XTMIPOLATEU': module to replace missing values in a time series, two- or multidimensional varlist with interpolated (extrapolated) ones

'XTIMPORTU': module to import monthly, quarterly, half-yearly or yearly time series and panel data as panelvar timevar valuevar from a supported file format to memory or a file

In this paper I will initially retrace the path marked by Ray C. Fair with his long lasting series of presidential elections forecasts exploiting the same variables he uses but enriching the model with panel data. Exploiting the Fixed Effects estimation I will then add new variables that, according to our intuition, could lead to an overall impr…

'XTREVU': module to reverse the order of values of time series and panel data variables

Econometrics Final Project - Fall 2022

Project for the 2021/22 Advanced Econometrics class at the Faculty of Economic Sciences, University of Warsaw. In this project we build FE and RE panel data models to assess the relationship between firm performance and CEO gender.

Stata command to create duration variable with binary cross-sectional time series data

German ad-hoc online panel on the work and family situation during the Covid 19 pandemic

Do files employed in my research

Notes and Assignments of the graduate course "Panel Data Analysis of Microeconomic Decisions" at Tilburg University (2022)