Paul-Haimerl

PhD Fellow Econometrics

Aarhus UniversityAarhus

Pinned Repositories

mcera5
mcera5
Language:R12 4 279
BTtest
Estimate the number of factors in large nonstationary datasets
Language:R2 1 20
classo
A package implements Classifier-Lasso
Language:R0 0 00
Endogenous_Kim_Filter
Script implementing endogenous Kim filter
Language:R1 1 01
FCVAR
Fractionally Cointegrated VAR Model
Language:R00
mcera5
mcera5
Language:R0 0 00
PAGFL
Simultaneously identify latent group structures and estimate group-specific coefficients in (time-varying) panel data models
Language:R2 1 00
PES-Dutch-Business-Cycle
Language:HTML01
Regime-SW-UC-COVID-19
Modeling the COVID-19 Infection Rates by Regime Switching Unobserved Components Models
Language:R0 1 01
TS_Final_paper
Language:R0 1 03

Paul-Haimerl's Repositories

Paul-Haimerl/BTtest
Estimate the number of factors in large nonstationary datasets
Language:R2 1 20
Paul-Haimerl/PAGFL
Simultaneously identify latent group structures and estimate group-specific coefficients in (time-varying) panel data models
Language:R2 1 00
Paul-Haimerl/Endogenous_Kim_Filter
Script implementing endogenous Kim filter
Language:R1 1 01
Paul-Haimerl/classo
A package implements Classifier-Lasso
Language:R0 0 00
Paul-Haimerl/FCVAR
Fractionally Cointegrated VAR Model
Language:R00
Paul-Haimerl/mcera5
mcera5
Language:R0 0 00
Paul-Haimerl/PES-Dutch-Business-Cycle
Language:HTML01
Paul-Haimerl/Regime-SW-UC-COVID-19
Modeling the COVID-19 Infection Rates by Regime Switching Unobserved Components Models
Language:R0 1 01
Paul-Haimerl/TS_Final_paper
Language:R0 1 03