This course covers estimation and inference in structural VAR (SVAR) models, introducing state-of-the-art Bayesian methods for structural identification and policy analysis in empirical macroeconomics ...

Abstract: Vector autoregressive (VAR) models have long been valued for their comprehensive representation capabilities in signal processing. However, this requires learning a matrix of parameters that ...

A user-friendly Python GUI application to download historical stock and cryptocurrency data from Polygon.io. The script is designed to fetch intraday data for a specified ticker, date range, and ...

Abstract: Cognitive modeling commonly relies on asking participants to complete a battery of varied tests to estimate attention, working memory, and other latent variables. In many cases, these tests ...

95% VaR Backtest: SPY PASS (16/11.5 exceptions), QQQ PASS (15/11.5 exceptions) 99% VaR Backtest: SPY FAIL (5/2.3 exceptions), QQQ FAIL (5/2.3 exceptions) Note: 99% VaR shows FAIL due to short sample ...