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data
data
 
 
src
src
 
 
.gitignore
.gitignore
 
 
README.md
README.md
 
 
arma11_cpi_inflation.ipynb
arma11_cpi_inflation.ipynb
 
 
bernoulli_trials_bayesian.ipynb
bernoulli_trials_bayesian.ipynb
 
 
bernoulli_trials_classical.ipynb
bernoulli_trials_classical.ipynb
 
 
building_python_modules.ipynb
building_python_modules.ipynb
 
 
code_state_space.ipynb
code_state_space.ipynb
 
 
developing_with_python.ipynb
developing_with_python.ipynb
 
 
dfm_coincident.ipynb
dfm_coincident.ipynb
 
 
environment.yml
environment.yml
 
 
estimating_rbc.ipynb
estimating_rbc.ipynb
 
 
kalman_filter_initialization_stationary.ipynb
kalman_filter_initialization_stationary.ipynb
 
 
local_level_nile.ipynb
local_level_nile.ipynb
 
 
mar_filardo.ipynb
mar_filardo.ipynb
 
 
mar_hamilton.ipynb
mar_hamilton.ipynb
 
 
mar_kim_nelson_startz.ipynb
mar_kim_nelson_startz.ipynb
 
 
markov_autoregression.ipynb
markov_autoregression.ipynb
 
 
markov_regression.ipynb
markov_regression.ipynb
 
 
simple_rbc.ipynb
simple_rbc.ipynb
 
 
state_space_chandrasekhar.ipynb
state_space_chandrasekhar.ipynb
 
 
state_space_diagnostics.ipynb
state_space_diagnostics.ipynb
 
 
state_space_mh.ipynb
state_space_mh.ipynb
 
 
state_space_python.ipynb
state_space_python.ipynb
 
 
statespace_large_dynamic_factor_models.ipynb
statespace_large_dynamic_factor_models.ipynb
 
 
statespace_tvpvar_mcmc_cfa.ipynb
statespace_tvpvar_mcmc_cfa.ipynb
 
 
stochastic_volatility_mcmc.ipynb
stochastic_volatility_mcmc.ipynb
 
 
stochastic_volatility_qmle.ipynb
stochastic_volatility_qmle.ipynb
 
 
tsa_setar_sunspots_full.ipynb
tsa_setar_sunspots_full.ipynb
 
 

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Notebooks - Time Series Analysis

Jupyter notebooks for time series analysis; usually written in Python. Typically the notebooks will be pre-executed, so that they can be viewed online.

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Jupyter notebooks on time series econometrics topics.

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