mikkelpm

Princeton University

Pinned Repositories

lp_var_simul
Simulation study of Local Projections, VARs, and related estimators
Language:MATLAB29 5 1125
Confidence_Bands
This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment described in the paper "Simultaneous Confidence Bands: Theory, Implementation, and an Application to SVARs", by Jose Luis Montiel Olea and Mikkel Plagborg-Møller; Journal of Applied Econometrics, 2018.
Language:MATLAB13 3 010
Lag-augmented_LocalProjections
Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.
Language:MATLAB24 5 013
ebci_matlab
Matlab code for robust empirical Bayes confidence intervals
Language:MATLAB4 2 06
het_agents_bayes
Estimation of heterogeneous agent models using both macro and micro data
Language:MATLAB32 3 019
mikkelpm.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
Language:HTML0 0 01
python-mastery
Advanced Python Mastery (course by @dabeaz)
Language:Python0 0 01
stderr_calibration_matlab
Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix
Language:MATLAB6 3 02
stderr_calibration_python
Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix
Language:Python4 3 05
svma_iv
Inference in SVMA models identified by external instruments/proxies
Language:MATLAB10 6 111

mikkelpm's Repositories

mikkelpm/het_agents_bayes
Estimation of heterogeneous agent models using both macro and micro data
Language:MATLAB32 3 019
mikkelpm/svma_iv
Inference in SVMA models identified by external instruments/proxies
Language:MATLAB10 6 111
mikkelpm/stderr_calibration_matlab
Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix
Language:MATLAB6 3 02
mikkelpm/ebci_matlab
Matlab code for robust empirical Bayes confidence intervals
Language:MATLAB4 2 06
mikkelpm/stderr_calibration_python
Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix
Language:Python4 3 05
mikkelpm/mikkelpm.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
Language:HTML0 0 01
mikkelpm/python-mastery
Advanced Python Mastery (course by @dabeaz)
Language:Python0 0 01

mikkelpm

Pinned Repositories

lp_var_simul

Confidence_Bands

Lag-augmented_LocalProjections

ebci_matlab

het_agents_bayes

mikkelpm.github.io

python-mastery

stderr_calibration_matlab

stderr_calibration_python

svma_iv

mikkelpm's Repositories

mikkelpm/het_agents_bayes

mikkelpm/svma_iv

mikkelpm/stderr_calibration_matlab

mikkelpm/ebci_matlab

mikkelpm/stderr_calibration_python

mikkelpm/mikkelpm.github.io

mikkelpm/python-mastery