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Matifou

PhD student in agricultural economics, I like particularly time series econometrics and got recently interested in impact evaluation. I use mainly R for stats, and contribute to the package tsDyn, as well as marginally to vars.

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  • Member for 6 years, 1 month
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  • Last seen Jan 15 at 19:32

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Top posts (75) All Questions Answers | Votes Newest

18 Why use vector error correction model? Nov 28 '13
12 How to summarize data by group in R? Jul 15 '14
11 Using lasso for feature selection, followed by a non-regularized regression May 20 '16
10 Test model coefficient (regression slope) against some value Aug 12 '14
8 How do I fit a constrained regression in R so that coefficients total = 1? Oct 17 '15
5 Estimating the break point in a broken stick / piecewise linear model with random effects in R [code and output included] Mar 3 '14
4 What's the practical difference between the Johansen vs Engle-Granger tests for cointegration? May 8 '14
4 Data observed with multiple but unpaired/unmatching observations Nov 13 '17
4 Estimation of VECM via ML and OLS Nov 30 '14
4 Why is there a need to do OLS regression of VECM? Jul 16 '14
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