Search results for: Frequentist_inference


Jake VanderPlas: Frequentist model fitting lecture and python tutorial

Lecture and tutorial by Jake VanderPlas at the ESAC Data Analysis and Statistics Workshop 2014.


EVIEWS Intro Tut1

Switch the Video Quality to HD! Clip published on Econometric Computing Learning Resource on


Estimating a VAR(p) in EVIEWS

This 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 Uses

In 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 Import

Short clip to illustrate data import into R. This clip accompanies the tutorial on


John Wilkins - Frequentism vs Bayesianism

Frequentist inference is one of a number of possible techniques of formulating generally applicable schemes for making statistical inference: That implies of ...


EVIEWS AR forecasting

In this clip I demonstrate how to use EVIEWS for Forecasting.


ECON61001 Exercise IV Estimation

Video Solutions to the IV Estimation Exercise.


Describtive Stats and selecting variables/observations in R

In 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 criteria

This clip demonstrates how to use InformationCriteria (here the AIC and SIC) to determine the best univariate model.


ECON20110 - Exercise 1

Solution to Exercise 1 (Part 1)


TSdata from the OECD database

This 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 NW

A discussion of Lecture Sections 6.4.1 and 6.4.2.


Bayesian Estimation - Exercise

An exercise in Bayesian Calculations, using a very simple discrete and univariate distribution.


Maximum Likelihood - A Poisson Example

Explaining the Maximum Likelihood Estimation Method using a Poisson Example.


ECON20110 Auxilliary Regression

An introduction to auxilliary regressions (here replacing a F-test)


Univariate DGPs and Data Models

Differentiate between Data Models and Data Generating Processes.


ECLR - MATLAB - Basics and Matrices

This clip gives a quick intro into the MATLAB screen and very basic MATLAB handling


VAR Setup, Representations, Properties

This 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 ...

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