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

Francisco Blasques

Professor of Econometrics
and Data Science
Vrije Universiteit Amsterdam

Director at Metyis
Metyis Netherlands office

Partner & Co-founder
QuantIQ, datastuff and ACEDA

Research Fellow
Tinbergen Institute

E-mail: f.blasques@vu.nl
Tel: +31 205 985 621