#econometrics — Public Fediverse posts
Live and recent posts from across the Fediverse tagged #econometrics, aggregated by home.social.
-
🟢 WooldridgeCode.jl: Julia code for the well-known Econometrics book:
Introductory Econometrics: A Modern Approach by Jeffrey M. Wooldridge
#JuliaLang #Econometrics #Ekonometri Ekonometri :julia:
-
#Econometrics /#Statistics /#CountryComparisons
Comparing figures across countries is problematic per se (e. g. different jurisdictions/definitions).
It is even more problematic, when comparing entirely different countries, in particular population sizes.
I had therefore the figures recalculated per 1m inhabitants, a much more objective figure than mere nationality.The whole bottom line changes:
Despite all its billionaires, the US ranks 👉a mere 7th👈, behind even Belgium : -
Public, Industrial
t.me/scilib_yura15cbx/272Popular economics
Популярная экономика
t.me/scilib_yura15cbx/271Econophysics and Behavioral
Поведенческая экономика, Поведінкова економіка
#Econophysics and #Behavioral
t.me/scilib_yura15cbx/270Econometrics, Mathematical
Эконометрика, математическая экономика
#Econometrics
t.me/scilib_yura15cbx/269Historical, International
История, международная экономика, Історія, міжнародна економіка,
t.me/scilib_yura15cbx/267Game Theory, Теория игр, Теорія ігор
#Game Theory, #Теорияигр, #Теоріяігор
t.me/scilib_yura15cbx/266Библиотека Поэта
Бібліотека Поета, Poet's Library
t.me/scilib_yura15cbx/264Лев Толстой
Lev Tolstoy
t.me/scilib_yura15cbx/263Русская литература XX-XXI
Russian Literature XX-XXI, Російська література XX-XXI
t.me/scilib_yura15cbx/261Русская литература XVII-XVIII
Російська література XVII-XVIII, Russian Literature XVII-XVIII
t.me/scilib_yura15cbx/260Русская литература XIX века
Russian literature of the 19th century, Російська література XIX століття
t.me/scilib_yura15cbx/259Достоевский Фёдор
Достоєвський Федір, Dostoevsky Fyodor
t.me/scilib_yura15cbx/258Древнеславянская литература
Old Slavonic literature, Давньослов'янська література
t.me/scilib_yura15cbx/257Солженицын, Солженіцин, Solzhenitsyn
#Солженицын, #Солженіцин, #Solzhenitsyn
t.me/scilib_yura15cbx/256Publishing series, science fiction, fantasy
Серийные издания, фантастика, фэнтези
Видавнича серія, фантастика, фентезі
t.me/scilib_yura15cbx/255Theory of literature
Теорія літератури, Theory of literature
t.me/scilib_yura15cbx/254Ukrainian literature, Украинская литература, Українська література
книги на украинском языке
t.me/scilib_yura15cbx/253Poetry, Поэзия, Поезія
#Poetry, #Поэзия, #Поезія
t.me/scilib_yura15cbx/252American literature (USA США)
Американская литература, Американська література
t.me/scilib_yura15cbx/250World literature,
иностранная литература, мировая литература, іноземна література, світова література зарубежная литература
t.me/scilib_yura15cbx/249Chinese literature
中國文學, китайская литература, китайська література
t.me/scilib_yura15cbx/248German literature
немецкая литература, Німецька література, Deutsche Literatur на немецком
t.me/scilib_yura15cbx/247Antique literature
Антична література, Античная литература
#Antique literature
t.me/scilib_yura15cbx/246English literature
английская литература, англо-американская литература, англійська література
t.me/scilib_yura15cbx/245Photo Art,
Фотоискусство, Фото Мистецтво, фотоарт
#Photo Art, #Фотоискусство
t.me/scilib_yura15cbx/243Theater, театр
#Theater, #театр
t.me/scilib_yura15cbx/242Russian art, русское искусство, російське мистецтво,
t.me/scilib_yura15cbx/241Renaissance, Відродження, эпоха Возрождения, ренессанс
#Renaissance, #Відродження, #эпоха Возрождения, #ренессанс
t.me/scilib_yura15cbx/240Poster, Плакат, афиша, постер
#Poster, #Плакат, #афиша, #постер
t.me/scilib_yura15cbx/239Ornament, Орнамент, Ornáid
#Ornament, #Орнамент, #Ornáid
t.me/scilib_yura15cbx/238Modern, Moderne, модерн,
#Modern, #Moderne, #модерн,
искусствоведение, авангард
t.me/scilib_yura15cbx/237Oriental art,
східне мистецтво, Восточное искусство,
t.me/scilib_yura15cbx/236Cinema, кино, кіно, киноискусство
#Cinema, #кино, #кіно, #киноискусство
t.me/scilib_yura15cbx/235Graphics, Painting картины живопись
изобразительное искусство, Образотворче мистецтво art творчество арт art
#Graphics, #Painting #картины #живопись
t.me/scilib_yura15cbx/233Architecture архитектура архітектура
#Architecture #архитектура #архітектура
t.me/scilib_yura15cbx/232 -
⭐ It's official now! ✨ Our latest paper is out in the Journal of Econometrics 💫 https://doi.org/10.1016/j.jeconom.2025.106107
⭐ Partial identification of structural vector autoregressions with non-centred stochastic volatility 💛
-
I've been reading about missForest today
MissForest—non-parametric missing value imputation for mixed-type data
https://academic.oup.com/bioinformatics/article/28/1/112/219101
https://github.com/stekhoven/missForest
Runs much faster than `{mice}` in my experience, and I like the fewer parametric assumptions.
The above article on missForest is David Stekhoven and Peter Bühlmann's most cited article.
#DataScience #statistics #academia #econometrics #Epidemiology
-
Alright! Today we premiered the logo of my subject Quantitative Methods 1. Ofc, it presents linear regression output. My question to you is: what's the applied problem we're talking about here? Can you guess?
Reproduction scripts: https://github.com/donotdespair/naklejki/tree/master/qm1
-
Maximising the value of a portfolio. Using #Variance, CoVariance and Portfolio Variance. Briefly Variance is the deviation of a stock’s return with its own average returns, Co variance on the other hand is the variance of a stock’s return with respect to another stocks’ return. http://financemetrics.scienceontheweb.net/ Using #Matrix Algebra in a 5 Company Model. #economics #econometrics
-
I’ve been trying to read more carefully about instrumental variables and make up my mind about when IV arguments are scientifically convincing.
Here's a tension I keep running into:
Should the scientific question alone determine the causal parameter of interest?
Or is it legitimate for the target parameter to reflect an interplay between scientific interest and the identifying assumptions we actually find tenable?
IVs can be difficult to interpret when instruments are weak, who “compliers” are is opaque, exclusion restrictions are debatable, or linear models are used in settings where the true data-generating process may be nonlinear.
On the other hand, when an entire body of (aspirationally causal) literature rests on methods that try to close backdoor paths, IVs offer a genuinely different identification strategy. That seems valuable for evidence triangulation, even if IV analyses have their criticisms.
What do you think? Are you a big IV proponent? Are you an IV critic?
When do you find IV evidence persuasive?
Some literature I've been reading & re-reading:
https://pubmed.ncbi.nlm.nih.gov/16755261/
https://academic.oup.com/ije/article/47/4/1289/3095892
https://pmc.ncbi.nlm.nih.gov/articles/PMC4285626/
https://arxiv.org/abs/2402.09332
https://arxiv.org/abs/2402.05639
#CausalInference #InstrumentalVariables #Econometrics #Statistics #DataScience #HealthPolicy
-
Hi @geneshackman ,
#Gretl has a GUI (incl. an editor + terminal). You can steer gretl it via the GUI or via pure scripting.
Website: https://gretl.sourceforge.net/
Additional resources & links : https://github.com/gretl-project/material-on-gretl
Link to manual and references:
https://gretl.sourceforge.net/#manLet us know if you need more information.
-
Identification and Semiparametric Estimation of Conditional Means from Aggregate Data
https://arxiv.org/pdf/2509.20194
Ecological inference is the challenge of estimating subgroup behavior using only aggregate data like geographic averages. This paper introduces a new semiparametric method using debiased #machineLearning to improve estimate accuracy. The approach formalizes identifying assumptions and uses many covariates to minimize statistical bias. Tools for sensitivity analysis and unit-level estimation ensure results remain #robust under varying conditions. Tests on voting and pollution data show this method outperforms traditional models in precision and speed.
#Rstats package: https://corymccartan.com/seine/
#ecologicalinference #machinelearning #statistics #econometrics -
Analysis of Financial Time Series 3rd Edition by Ruey S. Tsay (PDF)
Author: Ruey S. Tsay
File Type: PDF
Download at https://sci-books.com/analysis-of-financial-time-series-3rd-edition-0470414359/
#Econometrics, #RueyS.Tsay -
Don't miss today's #DiSCourseSeminar with Vaarun Vijairaghavan from the University of Calgary, Canada, at 12:00 (CET). You can join onsite at the DiSC, Innrain 15, 6020 Innsbruck or remotely via Big Blue Button: https://webconference.uibk.ac.at/b/car-aab-cxf-o81
Topic: Fair Play for Fair Pay: Fighting Digital Piracy through Revenue Sharing
#InformationSystems
#ResearchTalk
#DigitalPiracy
#CopyrightInfringement
#Modeling
#Econometrics -
Gretl version 2026a is now available. Key updates include:
- RNG: Mersenne Twister replaced by xoshiro256+.
- Estimation: QR decomposition for binary logit/probit Hessian stability.
- Commands: New --head/--tail for 'print'.
- Accessors: Improved $coeff and $stderr for multiple-tau quantreg.
- Bug fixes: Resolved crashes in mat2list() and kdsmooth(); fixed MPI issues in regls().Changelog: https://gretl.sourceforge.net/ChangeLog.html#v2026a
-
#DigitalIndependence #diday for #SocialScience #researchers:
#Rstats #Jamovi #Python <-- #SPSS #Stata
#LibreOffice #LaTeX #Typst editors #Gnumeric <-- #MicrosoftOffice
#CollaboraOnline <-- #GoogleDocs #GoogleWorkspace #Microsoft365
#Zotero <-- #Endnote #Mendeley #Citavi
#ODK #KoboToolbox #LimeSurvey <-- #Qualtrics #SurveyMonkey etc.
#requal #Taguette <-- #MaxQDA #AtlasTI #NVivo
#PoliticalScience #Economics #Statistics #Econometrics #QualitativeResearch #Evaluation #QuantitativeResearch
-
Asymptotic Chaos Expansions in Finance: Theory and Practice (Springer Finance) 2014th Edition by David Nicolay (PDF)
Author: David Nicolay
File Type: PDF
Download at https://sci-books.com/asymptotic-chaos-expansions-in-finance-theory-and-practice-springer-finance-2014th-edition-b00q4xf2y6/
#Econometrics, #DavidNicolay -
🎉 Gretl 2025c is here!
Exciting updates to your favorite econometrics toolkit! Version 2025c brings powerful new features and improvements:✨ New Features:
Gibbs sampler command for Bayesian analysis is available now!🚀 Performance & Quality:
Faster forward stepwise regression🎨 GUI Enhancements:
Better dbnomics search integration
Improved dark theme supportFull changelog:
https://gretl.sourceforge.net/ChangeLog.html
#gretl #econometrics #opensource #statistics #datascience #economics #timeseries
-
AI’s $1 trillion bet - is it an #AI bubble or dot-com bust? Global data‑center capital expenditure to power AI is projected to rise from roughly $430 billion this year to over $1.1 trillion by 2029 (which is equal to the GDP of the Netherlands). Why it matters:
We’re witnessing an infrastructure boom that echoes a familiar pattern in tech history but the question is whether it’s building toward lasting transformation or racing toward collapse.Capital is pouring into data centers, cooling systems, power infrastructure, and networks at a staggering pace. Yet most AI applications haven’t proven they can generate sustainable revenue at scale.
BTW, this article is a good one, even though it bears the hallmarks of some AI input. I’m tired of hearing about #AISlop from folks who don’t even read materials to determine if they deliver meaningful content. I use AI as my research & brainstorming asst. It works.
https://www.jeffbullas.com/ai-bubble-or-dot-com-bust/ #ArtificialIntelligence #economy #econometrics #markets #finance #technology
-
👽 There it is! 👾 Our new and shiny paper for the Journal of Econometrics! 🤖
https://doi.org/10.1016/j.jeconom.2025.106107 🚀In this paper:
✅ we provide general conditions for partial identification of Structural VARs through heteroskedasticity
✅ we show that it's great for analysing fiscal policy effects on the economy
✅ it's the methodological paper for my bsvars package👇
-
CPC-CG members Professor Jackie Wahba OBE and Professor Athina Vlachantoni have been announced as #REF 2029 Sub-panel members for #Economics and #Econometrics, and #SocialWork and #SocialPolicy, respectively.
They join CPC-CG Director Professor Jane Falkingham CBE who is Chair of Main Panel C– #SocialSciences. Full story: https://www.cpc.ac.uk/news/latest_news/?action=story&id=847
#researchexcellenceframework #demography #research #socialscience #ageing #migration #economist
-
從檢定發現美國失業率是廣義極值分配特性。同時，Gumbel,type I有機率密度函數，真實告訴你美國失業率的機率模型，而不是出一張圖代表存在機率模型。
以上這些方法都是超越傳統AI的數據分析方法，真正從數據本質出發打造精確統計模型，解決通用模型無法捕捉真實數據規律的難題，通過自動化建模過程揭示隱藏的數學規律。
你學的是落在哪種層次呢？
直線建模能做到，當然非線性的人工智慧自動化建模同樣能做到。數據規律的數學化、自動化(更新+建模+模擬)、強大而直觀的統計分析工具集成，統計學習達成。
其中一種非線性建模：https://x.com/meiyulee357/status/1963281302423241168
@academicchatter @econometrics @ida
#AI #數據分析 #失業 #美國 #經濟 #計量經濟 #modelling #econometrics #unemployment #Statistics #USA #dataanalysis
-
如何建構美國失業率的機率模型？機率模型最後要有數學式顯示，不能只是圖形。
1) 直方圖？別想了，沒有數學式。只是圖像視覺化，不是數據分析，也不是人工智慧該有的數據模型。【不合格】
2) 用直方圖的組中點和對應機率值？11組可以使用AI-based piecewise linear regression method的結果是兩段直線。整體的R2達73%。【合格】
3) 建立更多分組的直方圖產生組中點與機率值。運用AI-based piecewise linear regressin method，產生9段直線。整體的R2達93%。【合格】
4) 運用適合度檢定，檢定45種機率分配？發現美國失業率的機率模型服從Gumbel,type I(a=0.68,b=27.82)。根據a值升序模擬產生條件機率分配。【合格】@academicchatter @econometrics @ida
#AI #數據分析 #失業 #美國 #經濟 #計量經濟 #modelling #econometrics #Statistics #artificialintelligence
-
Yet another disturbing trend to be concerned about…Margin debt just hit a high.
“Margin debt is often seen as a measure of investor sentiment and risk appetite. High levels of margin debt can signal confidence, but extreme spikes may also indicate excessive speculation, increasing the risk of market instability.
“Margin debt reached a new all-time high of $1.02 trillion in July, according to the latest data from FINRA. This represents a 1.5% rise from June and marks the third straight monthly increase. The debt level is up 26.1% compared to one year ago.” #economy #finance #markets #StockMarket #investments #economics #econometrics -
Hey! Save the date as my new presentation for fantastic 🇺🇦Workshops for Ukraine 🇺🇦 by Dariia Mykhailyshyna is coming up on Sep 25! And it's about:
💙 Intro to C++ programming for R applications for Econometricians 💛
Register following the instructions at: https://sites.google.com/view/dariia-mykhailyshyna/main/r-workshops-for-ukraine#h.54unp6nxuu7k
Nice! ❤️🇺🇦
#IsupportUkraine #UKR #cpp4Rapp #rstats #econometrics #Rcpp #RcppArmadillo
-
"One danger on display here is that the #data is so interesting, and modern #econometrics and computers so powerful, that we can generate huge quantities of statistics without gaining much insight." #AI 😏 https://www.ft.com/content/dcb69ebe-23f1-4153-b85c-6380d6d924bb
-
Great new resource from Roger Bivand (NHH, June 2024): slides on spatial econometrics and ML for economic & social research.
URL: https://rsbivand.github.io/nem24_talk/bivand_nem24_pres.pdf