tsa-notebooks

(★ 300)

Jupyter notebooks on time series econometrics topics.

  • .gitignore
  • arma11_cpi_inflation.ipynb
  • bernoulli_trials_bayesian.ipynb
  • bernoulli_trials_classical.ipynb
  • building_python_modules.ipynb
  • code_state_space.ipynb
  • developing_with_python.ipynb
  • dfm_coincident.ipynb
  • environment.yml
  • estimating_rbc.ipynb
  • kalman_filter_initialization_stationary.ipynb
  • local_level_nile.ipynb
  • mar_filardo.ipynb
  • mar_hamilton.ipynb
  • mar_kim_nelson_startz.ipynb
  • markov_autoregression.ipynb
  • markov_regression.ipynb
  • README.md
  • simple_rbc.ipynb
  • state_space_chandrasekhar.ipynb
  • state_space_diagnostics.ipynb
  • state_space_mh.ipynb
  • state_space_python.ipynb
  • statespace_large_dynamic_factor_models.ipynb
  • statespace_tvpvar_mcmc_cfa.ipynb
  • stochastic_volatility_mcmc.ipynb
  • stochastic_volatility_qmle.ipynb
  • tsa_setar_sunspots_full.ipynb
// repository documentation