Pinned Repositories
lp_var_simul
Simulation study of Local Projections, VARs, and related estimators
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.
Lag-augmented_LocalProjections
Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.
ebci_matlab
Matlab code for robust empirical Bayes confidence intervals
het_agents_bayes
Estimation of heterogeneous agent models using both macro and micro data
mikkelpm.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
python-mastery
Advanced Python Mastery (course by @dabeaz)
stderr_calibration_matlab
Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix
stderr_calibration_python
Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix
svma_iv
Inference in SVMA models identified by external instruments/proxies
mikkelpm's Repositories
mikkelpm/het_agents_bayes
Estimation of heterogeneous agent models using both macro and micro data
mikkelpm/svma_iv
Inference in SVMA models identified by external instruments/proxies
mikkelpm/stderr_calibration_matlab
Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix
mikkelpm/ebci_matlab
Matlab code for robust empirical Bayes confidence intervals
mikkelpm/stderr_calibration_python
Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix
mikkelpm/mikkelpm.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
mikkelpm/python-mastery
Advanced Python Mastery (course by @dabeaz)