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christiskatsouris/README.md

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  1. ivxPredictive ivxPredictive Public

    Unified Statistical Inference with General Autoregressive Roots (R package)

    R 1

  2. tailEstimates tailEstimates Public

    Compute least squares estimates and IVX estimates with pairwise quantile predictive regressions (R package)

    R 3 1

  3. HD_Variable_Selection_under_endogeneity HD_Variable_Selection_under_endogeneity Public

    R 1

  4. Robust_HDIVX_Cointegration Robust_HDIVX_Cointegration Public

    1

  5. PredictiveAccuracy PredictiveAccuracy Public

    Inferring Predictive Accuracy in Nested Predictive Regressions Robust Against Parameter Instability(R package)

    R

  6. PanelDataEconometrics PanelDataEconometrics Public

    Teaching Page

    R