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Online Resources

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Code Scripts for Time-Series Econometrics

Library of code scripts for estimation, forecasting, and policy analysis with time-series models!

Python code       R code       Matlab code

Code Scripts for Filtering Models

Library of code scripts for filtering conditional means, volatilities, and calculation of financial risk metrics!

Python code       R code       Matlab code

Code Scripts for Structural Models

Library of code scripts for estimation of structural causal models using instrumental variables!

Python code       R code       Matlab code

Script package: Advanced Econometrics with Python

Complete library (zip file) of Python scripts to accompany the book Advanced Econometrics Methods

Python code

Script package: Advanced Econometrics with R

Complete library (zip file) of R scripts to accompany the book Advanced Econometrics Methods

R code

Script package: Advanced Econometrics with Matlab

Complete library (zip file) of Matlab scripts to accompany the book Advanced Econometrics Methods

Matlab

Solutions Manual for the book: Advanced Econometrics Methods

Complete zip file of Python code to accompany the book Advanced Econometrics Methods

Solutions Manual
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My photo

Francisco Blasques

Professor of Econometrics
and Data Science

Vrije Universiteit Amsterdam

Director at Metyis
Metyis Netherlands office

Director of Doctoral Research
School of Business and Economics
Vrije Universiteit Amsterdam

Partner and Advisor
Churned (QuantIQ) and ACEDA

Expert Forecaster
World Economic Survey

Research Fellow
Tinbergen Institute

Editorial Board
Open Economics journal

E-mail: f.blasques@vu.nl
Tel: +31 205 985 621
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Address:
Vrije Universiteit Amsterdam
Department of Econometrics and Data Science
De Boelelaan 1105,   NL-1081HV Amsterdam,   The Netherlands