Comprehensive tutorial notes for ETC2410 Introductory Econometrics

Sketching of Data via Random Subspace Embeddings

Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”

R Code for Bayesian Inference for Structural Vector Autoregressions Identified with Markov-Switching Heteroskedasticity

Detailed implementation of various regression analysis models and concepts on real dataset.

GWAS of trait variance (C++)

R package to perform regression-based Brown-Forsythe test

Impact of macroecomonic variables on S&P 500

As part of this project, we have used Regression Analysis on top of a panel data on Guns in USA to determine the "Effect of Shall-Carry Law on Violence Rate and Incarceration Rate in United States".

An R package for time series modelling with mixture autoregressive and related models.

The purpose of my application was to solve a problem many businesses (small businesses in particular) face. They do not know how much to produce, where to price, how much to spend on advertising and many other questions. Eden’s purpose was to answer these questions for them easily and with no technical acumen required by the user. Eden would mod…

Repo where different methods for price regression are used (supervised machine learning)

Diagnostic tools for regression modeling.

Linear Multilinear and Logistic Regression in Machine Learning

Supplementary materials for the manuscript "Latent-class trajectory modeling with a heterogeneous mean-variance relation" by N. G. P. Den Teuling, F. Ungolo, S.C. Pauws, and E.R. van den Heuvel

Diagnostic tools for regression modeling. Julia-equivalent for diagnoser (https://github.com/robertschnitman/diagnoser).

OLS regression with possibility of controlling for fixed effects and robust standard errors

Script used for my undergraduate thesis

Testing different models for the linear regression model with one estimator and heteroskedacity in data