Arquivo de Tag: Econometrics

Is the world random?

This may sound to you like a pretty philosophical question, but I would like to go mathematical for a minute (bear with me)…then yeah, let’s get philosophical (because observation can only take you so… Continuar lendo

Where “Ho, Ho, Ho” comes from…

Brazilian Monetary Policy Analysis

Brazilian Monetary Policy – ARMA andTaylor Rule (VAR) For the presentation and graphs, click on the link above. For the text and discussions, click on the link below. Brazilian Monetary Policy – ARMA… Continuar lendo

Applied Econometric Time Series 1994 Walter Enders.

Here is a great Time Series book.

Seminar with Tom Coleman @KU

The guest speaker for the Seminar this Friday at the Economics Department was Tom Coleman, from The University of Chicago. As usual, I added a link for his Profile Page at UChicago. The… Continuar lendo

Elements of Forecasting, Francis Diebold, 4th Edition

Hello, So, another textbook I am using at the moment, for Econometrics Forecasting, in case you need the pdf. Francis X. Diebold Elements of Forecasting 2006 (1)

The perfect variable

I am currently reading the paper “Democracy, foreign direct investment and natural resources” by Asiedu,E. & Lien, D. (2011). Click here to have access to it. Among the many things that caught my… Continuar lendo