Monday, August 12, 2024
Estimation of Local Linear Trend via Kalman Filter
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Authors and guest post by Eren Ocakverdi This blog piece intends to introduce a new add-in (i.e. LOCALLINEAR ) that estima...
Monday, August 5, 2024
Seasonal Adjustment in EViews 14 – Calendar Variables and Lunar New Year
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Thursday, August 1, 2024
Seasonal Adjustment in EViews 14 – Comparing X-13 and JDemetra+
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Friday, February 9, 2024
Generalized Autoregressive Score (GAS) approach to univariate GARCH Models
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Authors and guest post by Eren Ocakverdi This blog piece intends to introduce a new add-in (i.e. GASMODELU ) that estimates ...
Wednesday, November 29, 2023
From Bańbura et al. (2010) to Cascaldi-Garcia’s (2022) Pandemic Priors
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Wednesday, September 27, 2023
Principal Component Analysis for Nonstationary Series
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Authors and guest post by Eren Ocakverdi This blog piece intends to introduce a new add-in (i.e. HXPRINCOMP ) that impleme...
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Monday, September 11, 2023
Nowcasting US GDP During Covid-19 using Factor Augmented MIDAS
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