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Columbia University
- New York City
- www.joseluismontielolea.com
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Lag-augmented_LocalProjections
Lag-augmented_LocalProjections PublicInference on impulse responses using local projection or VAR methods, with or without lag augmentation.
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Courses-IntroEconometrics-Ph.D
Courses-IntroEconometrics-Ph.D PublicThis course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their doctoral education. Edits, comments, and suggestions are welc…
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Courses-TimeSeries-Undergraduate
Courses-TimeSeries-Undergraduate PublicThis course will provide a basic, yet rigorous, introduction to Time Series Econometrics. This course is intended for upper-level undergraduates and beginning M.A./M.S. students.
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Confidence_Bands
Confidence_Bands PublicThis repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment described in the paper "Simultaneous Confidence Bands: Theory,…
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