It's exciting to see time series econometrics contributing to the climate change discussion. Check out the upcoming CREATES conference, "Econometric Models of Climate Change", here.Here are a few good examples of recent time-series climate resear...
It's exciting to see time series econometrics contributing to the climate change discussion. Check out the upcoming CREATES conference, "Econometric Models of Climate Change", here.Here are a few good examples of recent time-series climate resear...
Well, at least in time-series settings. (I'll save cross sections for a later post.)Consider a time-series regression with possibly heteroskedastic and/or autocorrelated disturbances, \( y_t = x_t' \beta + \varepsilon_t \). A popular ap...
Check out Susan Athey and Guido Imbens' NBER Summer Institute 2015 "Lectures on Machine Learning". (Be sure to scroll down, as there are four separate videos.) I missed the lectures this summer, and I just remembered that they're on video. Great s...
