Skip to content
Adriano edited this page Feb 6, 2016 · 1 revision

A Primer in Econometric Theory

Code and Jupyter notebooks for the forthcoming text A Primer in Econometric Theory by John Stachurski.

The book is due out from MIT Press around August 2016.

Computational data tools

To retrieve raw data, especially for financial economics, use the fecon235 repository. Examples of its Python modules within Jupyter notebooks: To score the Federal Reserve's performance under its dual mandate for inflation and unemployment, see https://git.io/fed (where tangentially the Phillips curve is discredited by constructing heat map scatter plots). See https://git.io/fedfunds to forecast the Fed Funds rate using futures contracts on LIBOR.

Clone this wiki locally