Jake VanderPlas: Frequentist model fitting lecture and python tutorialLecture and tutorial by Jake VanderPlas at the ESAC Data Analysis and Statistics Workshop 2014.
EVIEWS Intro Tut1Switch the Video Quality to HD! Clip published on Econometric Computing Learning Resource on http://eclr.humanities.manchester.ac.uk/index.php/EVIEWS.
Estimating a VAR(p) in EVIEWSThis clip demonstrates some basic EVIEWS techniques used to estimate Vector Autoregressive Models. If you are after the theory of VARs you may want to look ...
VAR Estimation and UsesIn this clip we discuss the estimation of VARs and how to use them for forecasting and impulse response functions. I also have the following two related clips: ...
R Data ImportShort clip to illustrate data import into R. This clip accompanies the tutorial on http://eclr.humanities.manchester.ac.uk/index.php/R_Data.
John Wilkins - Frequentism vs BayesianismFrequentist inference is one of a number of possible techniques of formulating generally applicable schemes for making statistical inference: That implies of ...
EVIEWS AR forecastingIn this clip I demonstrate how to use EVIEWS for Forecasting.
ECON61001 Exercise IV EstimationVideo Solutions to the IV Estimation Exercise.
Describtive Stats and selecting variables/observations in RIn this clip I demonstrate how to calculate describtive stats for selected variables and/or observations from a data frame in R. This clip supplements the material ...
Information criteriaThis clip demonstrates how to use InformationCriteria (here the AIC and SIC) to determine the best univariate model.
ECON20110 - Exercise 1Solution to Exercise 1 (Part 1)
TSdata from the OECD databaseThis clip demonstrates how to download some Macro Time-Series data from the OECD website.
Regression in R(Studio)This clip demonstrates how to use R to run a regression. This clip is a companion to the following website which gives an introduction to R programming for ...
ECON20110 ADL and NWA discussion of Lecture Sections 6.4.1 and 6.4.2.
Bayesian Estimation - ExerciseAn exercise in Bayesian Calculations, using a very simple discrete and univariate distribution.
Maximum Likelihood - A Poisson ExampleExplaining the Maximum Likelihood Estimation Method using a Poisson Example.
ECON20110 Auxilliary RegressionAn introduction to auxilliary regressions (here replacing a F-test)
Univariate DGPs and Data ModelsDifferentiate between Data Models and Data Generating Processes.
ECLR - MATLAB - Basics and MatricesThis clip gives a quick intro into the MATLAB screen and very basic MATLAB handling http://eclr.humanities.manchester.ac.uk/index.php/Main_Page)
VAR Setup, Representations, PropertiesThis clip discusses some basic VAR properties and why representing a VAR as a VARMA or VMA can be useful. I also have the following two related clips: VAR ...