jm4474 / Confidence_BandsLinks
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, Implementation, and an Application to SVARs", by Jose Luis Montiel Olea and Mikkel Plagborg-Møller; Journal of Applied Econometrics, 2018.
☆14Updated 7 years ago
Alternatives and similar repositories for Confidence_Bands
Users that are interested in Confidence_Bands are comparing it to the libraries listed below
Sorting:
- Estimating VARs using sign restrictions in R☆21Updated 9 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆33Updated 2 years ago
- Stata function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)☆12Updated 6 years ago
- Class Materials for Econ 281☆13Updated last year
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆10Updated 4 years ago
- Vector autoregressive model in Julia☆36Updated 3 years ago
- HAT: Heterogeneous Agent Trade☆24Updated 2 months ago
- Solving models with numerical methods (economics)☆12Updated 2 years ago
- Describes and solves some simple HACT models in Julia. The notes and code is modified and translated from Benjamin Moll's notes and code…☆11Updated 9 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Updated 7 years ago
- Economic Policy Analysis with Overlapping Generations Models (Autumn 2017)☆29Updated 7 years ago
- Repository for introductory training materials for overlapping generations modeling☆13Updated 10 months ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 5 years ago
- Simple life cycle model following Costa Dias and O'Dea☆17Updated last year
- Teaching materials from DSE2019 summer school at Chicago Booth☆39Updated 5 years ago
- Julia code for solving Khan and Thomas (2008) in continuous time☆10Updated 8 years ago
- ☆12Updated 4 years ago
- Repository for the Advanced Macroeconomics II course of Western University☆28Updated 2 years ago
- Local projection methods for impulse response estimation☆25Updated last year
- Code to solve exercises from Adda and Cooper's "Dynamic Economics" book☆18Updated 5 years ago
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆16Updated 4 years ago
- Some Examples using VFItoolkit-matlab☆32Updated last week
- LP and VAR inference under potential misspecification☆12Updated last year
- CompEcon is a set of MATLAB functions for solving a variety of problems in economics and finance. The library functions include rootfindi…☆32Updated 7 years ago
- MACS 40200 (Winter 2019): Structural Estimation☆25Updated 6 years ago
- ☆34Updated 9 months ago
- Codes that use the VFI Toolkit to replicate existing papers☆45Updated 5 months ago
- Notes and Julia code for computational economics reading group☆17Updated 2 years ago
- Dynare codes for A Method for Solving and Estimating Heterogeneous Agent Macro Models☆25Updated 3 years ago
- This repository contains the code to generate results from the paper "Artificial Neural Networks to solve dynamic programming problems: a…☆10Updated last year