Notebook

Google Summer of Code¶

Multivariate KDE and nonparametric regression

Systems of Equations Models

Empirical Likelihood estimators

Robust Non-Linear Estimators

Formulas¶

Continued integration with the formula code. API changes. Feedback welcome!

Seasonal Data¶

Multiplicative and Additive SARIMA models, seasonal filtering methods

Time Series Models¶

GARCH(1,1), VECM, Bayesian VAR, Fast Kalman filtering and non-linear state-space methods

What else?¶

Generalized Additive Models, Mixed Effects Models, Panel Data Models, Censored and Truncated Regression Models (Tobit, Heckman), Instrumental Variables, parallel Monte Carlo...