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Harnessing the Power of ChatGPT-4.0 in Econometrics and Programming: A Game-Changer for Researchers | By Prof Sébastien Laurent

In the field of econometrics, the ability to analyze data and develop robust models is crucial for researchers and analysts. Traditionally, programming languages like ...

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We modeled long memory with just one lag!

Author: Prof Sebastien Laurent Many series like the realized variance of Apple stock plotted in the top panel of the figure below (computed from 5-minute log-returns in %...

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How to use the Stata Table Command.

George Naufal This blog post is written by Dr George Naufal , assistant research scientist at the Public Policy Research Inst...

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Statistics is the New Machine Learning

Machine Learning (ML) is a rapidly developing field. There is enormous competition to be the inventor of a new method that gets widely adopted, and investors stand to m...

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Mining Big Data by Statistical Methods using Autometrics (PcGive)

Prof. Sir David F. Hendry, speaks about Mining Big Data by Statistical Methods in his latest article in the European Financial Review. Snippet below and the full article ...

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