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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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19 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 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
4 What's the practical difference between the Johansen vs Engle-Granger tests for cointegration? May 8 '14
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