Econometrics, Statistics, Computational Macroeconomics, Confusion. (Mostly the last.)
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ALT Free Weekly Econometrics Office Hours Email: [email protected] or Sign up form: https://forms.gle/tSk48w1msZgrCUqX8 Time: Tuesdays 4:00-6:00PM Central European Time (GMT +1) (US Eastern Standard Time 10:00AM-12:00PM) (or by appointment) Location: Zoom Link https://uzh.zoom.us/j/62894466032?pwd=M28RFSrc44buAIJtPdvBEeYAIcClip.1 Who: Anyone. Grad students, researchers, government workers. Private sector is okay but in that case if your question requires work that exceeds the allotted time I may request to negotiate a consulting fee. What I can probably help with: Theory questions. Research design. Modeling. Particular expertise: Time series. Causal inference. Bayes. Structural approaches. Machine learning. Theory: Asymptotics. Statistical learning. Bayes/MCMC. Identification. Decision theory. Semiparametrics. Fields: I know most about macro, can help with finance and applied micro (labor, development, health, etc), and can follow other fields.
ALT Free Weekly Econometrics Office Hours Email: [email protected] or Sign up form: hhttps://forms.gle/tSk48w1msZgrCUqX8 Time: Wednesdays 3:30-5:30PM Central European Time (GMT +1) (US EDT 10:30AM-12:30PM/9:30-11:30AM EST) (or by appointment) Location: Zoom Link https://uzh.zoom.us/j/64132987908?pwd=OzmlySLA3A3cjZz6RX7ibIuLoeJayU.1 Who: Anyone. Grad students, researchers, government workers. Private sector is okay but in that case if your question requires work that exceeds the allotted time I may request to negotiate a consulting fee. What I can probably help with: Theory questions. Research design. Modeling. Particular expertise: Time series. Causal inference. Bayes. Structural approaches. Machine learning. Theory: Asymptotics. Statistical learning. Bayes/MCMC. Identification. Decision theory. Semiparametrics. Fields: I know most about macro (DSGE, heterogeneous agents, VARs, etc), but can follow along in finance and applied micro (labor, development, health, etc).
ALT Free Weekly Econometrics Office Hours Email: [email protected] or Sign up form: https://forms.gle/XS55FASiGGHqAZKa6 Time: Wednesdays 10:00-12:00AM Eastern US (or by appointment) Location: Zoom Link https://bowdoin.zoom.us/j/96039587180 Who: Anyone. Grad students, researchers, government workers. What I can probably help with: Theory questions. Research design. Modeling. Particular expertise: Time series. Causal inference. Bayes. Structural approaches. Machine learning. Theory: Asymptotics. Statistical learning. Bayes/MCMC. Identification. Decision theory. Semiparametrics. Fields: I know most about macro (DSGE, heterogeneous agents, VARs, etc), but can follow along in applied micro (labor, development, health, etc) & some finance. Code: I think in R, can write Julia, and can get by in Python. I am likely to suggest you build a model in Stan. I know Stata but if it’s relevant to your question I suspect you can get better help elsewhere.
ALT Free Weekly Econometrics Office Hours Email: [email protected] or Sign up form: https://forms.gle/yVz8RtVALDXTmv5u7 Time: Wednesdays 10:00-12:00AM Eastern US (or by appointment) Location: Zoom Link https://bowdoin.zoom.us/j/7322488068 Who: Anyone. Grad students, researchers, government workers. Private sector is okay but in that case if your question requires work that exceeds the allotted time I may request to negotiate a consulting fee. What I can probably help with: Theory questions. Research design. Modeling. Particular expertise: Time series. Causal inference. Bayes. Structural approaches. Machine learning. Theory: Asymptotics. Statistical learning. Bayes/MCMC. Identification. Decision theory. Semiparametrics. Fields: I know most about macro (DSGE, heterogeneous agents, VARs, etc), but can follow along
ALT Econometrics office hours Wednesdays 4:00-6:00 PM EST or by appointment. Ask about theory, modeling, research design, etc. Details and sign up at https://donskerclass.github.io/OfficeHours.html
ALT Histogram of 2000 simulated draws of a Normal-Skew Laplace distribution, the log of a double Pareto log Normal.
ALT Trace plots and marginal posterior densities for model parameters. The trace plots of 2 overlapping chains are of the "fuzzy caterpillar" shape indicating fast mixing. Posteriors are multimodal.
ALT Pairs plot of bivariate posterior densities, illustrating the significant multimodality and curvature of the posterior that makes it hard to sample with off the shelf methods.
ALT Posterior statistics, including Rhat and ESS diagnostic that suggest no obvious problems in posterior sampling. Posterior means are not actually that close to values from simulation, reflecting poor identification, but the wide uncertainty measures show this.
ALT Pseudospectral portrait of linearized Krusell-Smith transition operator, computed via Pseudospectra.jl. Per Trefethen & Embree "Spectra and Pseudospectra" (2005) Ch30: "Spectral collocation methods are also known, confusingly, as pseudospectral methods, the idea being to distinguish them from the alternative spectral Galerkin methods, based on integrals rather than point evaluations. There is no connection between that use of the term pseudospectral and the one that is the basis of this book."
ALT Econometrics office hours Wednesdays 4:00-6:00 PM EST or by appointment. Ask about theory, modeling, research design, etc. Details and sign up at https://donskerclass.github.io/OfficeHours.html
ALT Econometrics office hours Wednesdays 4:00-6:00 PM EST or by appointment. Ask about theory, modeling, research design, etc. Details and sign up at https://donskerclass.github.io/OfficeHours.html