├── .gitignore ├── Dockerfile ├── Makefile ├── README.md ├── jupyter_notebook_config.py ├── notebooks ├── Chapter_05 │ └── Gaussian_joint_vs_marginal.ipynb ├── Chapter_06 │ ├── CLT_densities.ipynb │ ├── LLN_simulation.ipynb │ └── chi_squared_CLT_simulation.ipynb ├── Chapter_07 │ ├── ar1_simulations.ipynb │ ├── arch_kernel_plot.ipynb │ ├── arch_stochastic_kernel.ipynb │ ├── func_plot_style.py │ ├── normal_densities_from_AR1.ipynb │ └── random_walk_metropolis_hastings.ipynb ├── Chapter_08 │ ├── bayesian_posteriors.ipynb │ ├── beta_ecdfs.ipynb │ ├── func_plot_style.py │ └── overfitting_and_risk.ipynb ├── Chapter_09 │ ├── bootstrap_histogram_simulated.ipynb │ ├── firm_size_bootstrap.ipynb │ ├── lognormal_sample_mean.ipynb │ ├── sampling_distributions_boxplots.ipynb │ └── stein_estimator.ipynb ├── Chapter_10 │ ├── ecdf_confidence_set.ipynb │ ├── nikkei_returns_data.ipynb │ └── unit_root_test_simulations.ipynb ├── Chapter_11 │ ├── r_squared_simulation.ipynb │ └── transformations_and_linearity.ipynb ├── Chapter_12 │ ├── bias_illustration.ipynb │ ├── f_statistics.ipynb │ ├── func_plot_style.py │ ├── func_plot_style.pyc │ ├── gravity_regression │ │ ├── .ipynb_checkpoints │ │ │ └── GravityModelExample-checkpoint.ipynb │ │ ├── GravityModelExample.ipynb │ │ ├── data │ │ │ ├── DataChecking.ipynb │ │ │ ├── construct_data.py │ │ │ └── gravity_dataset_2013.csv │ │ └── result_summary.tex │ ├── iv_simulation.ipynb │ ├── multicollinearity_and_precision.ipynb │ └── t_statistics.ipynb ├── Chapter_13 │ ├── convolutions.ipynb │ ├── cross_validation.ipynb │ ├── one_dimensional_kde.ipynb │ ├── ridge_regression.ipynb │ └── tikhonov_regularization.ipynb ├── Chapter_14 │ └── arch_log_likelihood.ipynb └── data │ ├── USsales_2013.csv │ └── nikkei.csv ├── profile_default ├── history.sqlite ├── ipython_notebook_config.py └── startup │ └── README ├── scripts ├── run-local.sh ├── run.sh └── setup-aws.sh └── templates └── page.html /.gitignore: -------------------------------------------------------------------------------- 1 | .ipynb_checkpoints/ -------------------------------------------------------------------------------- /Dockerfile: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/Dockerfile -------------------------------------------------------------------------------- /Makefile: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/Makefile -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/README.md -------------------------------------------------------------------------------- /jupyter_notebook_config.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/jupyter_notebook_config.py -------------------------------------------------------------------------------- /notebooks/Chapter_05/Gaussian_joint_vs_marginal.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_05/Gaussian_joint_vs_marginal.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_06/CLT_densities.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_06/CLT_densities.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_06/LLN_simulation.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_06/LLN_simulation.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_06/chi_squared_CLT_simulation.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_06/chi_squared_CLT_simulation.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_07/ar1_simulations.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_07/ar1_simulations.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_07/arch_kernel_plot.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_07/arch_kernel_plot.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_07/arch_stochastic_kernel.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_07/arch_stochastic_kernel.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_07/func_plot_style.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_07/func_plot_style.py -------------------------------------------------------------------------------- /notebooks/Chapter_07/normal_densities_from_AR1.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_07/normal_densities_from_AR1.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_07/random_walk_metropolis_hastings.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_07/random_walk_metropolis_hastings.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_08/bayesian_posteriors.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_08/bayesian_posteriors.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_08/beta_ecdfs.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_08/beta_ecdfs.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_08/func_plot_style.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_08/func_plot_style.py -------------------------------------------------------------------------------- /notebooks/Chapter_08/overfitting_and_risk.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_08/overfitting_and_risk.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_09/bootstrap_histogram_simulated.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_09/bootstrap_histogram_simulated.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_09/firm_size_bootstrap.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_09/firm_size_bootstrap.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_09/lognormal_sample_mean.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_09/lognormal_sample_mean.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_09/sampling_distributions_boxplots.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_09/sampling_distributions_boxplots.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_09/stein_estimator.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_09/stein_estimator.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_10/ecdf_confidence_set.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_10/ecdf_confidence_set.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_10/nikkei_returns_data.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_10/nikkei_returns_data.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_10/unit_root_test_simulations.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_10/unit_root_test_simulations.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_11/r_squared_simulation.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_11/r_squared_simulation.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_11/transformations_and_linearity.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_11/transformations_and_linearity.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_12/bias_illustration.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_12/bias_illustration.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_12/f_statistics.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_12/f_statistics.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_12/func_plot_style.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_12/func_plot_style.py -------------------------------------------------------------------------------- /notebooks/Chapter_12/func_plot_style.pyc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_12/func_plot_style.pyc -------------------------------------------------------------------------------- /notebooks/Chapter_12/gravity_regression/.ipynb_checkpoints/GravityModelExample-checkpoint.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_12/gravity_regression/.ipynb_checkpoints/GravityModelExample-checkpoint.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_12/gravity_regression/GravityModelExample.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_12/gravity_regression/GravityModelExample.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_12/gravity_regression/data/DataChecking.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_12/gravity_regression/data/DataChecking.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_12/gravity_regression/data/construct_data.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_12/gravity_regression/data/construct_data.py -------------------------------------------------------------------------------- /notebooks/Chapter_12/gravity_regression/data/gravity_dataset_2013.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_12/gravity_regression/data/gravity_dataset_2013.csv -------------------------------------------------------------------------------- /notebooks/Chapter_12/gravity_regression/result_summary.tex: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_12/gravity_regression/result_summary.tex -------------------------------------------------------------------------------- /notebooks/Chapter_12/iv_simulation.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_12/iv_simulation.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_12/multicollinearity_and_precision.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_12/multicollinearity_and_precision.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_12/t_statistics.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_12/t_statistics.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_13/convolutions.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_13/convolutions.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_13/cross_validation.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_13/cross_validation.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_13/one_dimensional_kde.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_13/one_dimensional_kde.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_13/ridge_regression.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_13/ridge_regression.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_13/tikhonov_regularization.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_13/tikhonov_regularization.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter_14/arch_log_likelihood.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/Chapter_14/arch_log_likelihood.ipynb -------------------------------------------------------------------------------- /notebooks/data/USsales_2013.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/data/USsales_2013.csv -------------------------------------------------------------------------------- /notebooks/data/nikkei.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/notebooks/data/nikkei.csv -------------------------------------------------------------------------------- /profile_default/history.sqlite: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/profile_default/history.sqlite -------------------------------------------------------------------------------- /profile_default/ipython_notebook_config.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/profile_default/ipython_notebook_config.py -------------------------------------------------------------------------------- /profile_default/startup/README: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/profile_default/startup/README -------------------------------------------------------------------------------- /scripts/run-local.sh: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/scripts/run-local.sh -------------------------------------------------------------------------------- /scripts/run.sh: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/scripts/run.sh -------------------------------------------------------------------------------- /scripts/setup-aws.sh: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/scripts/setup-aws.sh -------------------------------------------------------------------------------- /templates/page.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jstac/econometrics/HEAD/templates/page.html --------------------------------------------------------------------------------