Results for “econometrics”

Repositories 3

• gsf6053

  GSF-6053 Financial Econometrics I — matériel de cours (Université Laval).

  TeXteachingeconometricsfinance

• gsf6053_h25

  GSF-6053 Économétrie financière (Hiver 2025) — notes, slides et PDF.

  TeXteachingeconometricsfinance

• qwhpi

  QHPI — Quebec Housing Price Index: quality-adjusted, hierarchically pooled housing price indexes.

  Pythonwebappreal-estatequebecindexeconometrics

Files 20

• src/wp7/econometrics.py

  wp7_uqomain

• reports/referee_1_econometrics.md

  wp38_uqomain

• profiles/financial_econometrics.yaml

  wp45_uqomain

• notebooks/05_panel_econometrics.ipynb

  uqo-research-dbmain

• notebooks/.ipynb_checkpoints/05_panel_econometrics-checkpoint.ipynb

  uqo-research-dbmain

• src/wp35/econometrics/h1.py

  wp35_uqomain

• src/econometrics/__init__.py

  wp37_uqomain

• src/econometrics/robustness.py

  wp37_uqomain

• results/econometrics/breaks.csv

  wp44_uqomain

• src/wp35/econometrics/common.py

  wp35_uqomain

• src/wp35/econometrics/run_all.py

  wp35_uqomain

• econometrics/structural_change.py

  wp44_uqomain

• analysis/econometrics/estimate.py

  wp42_uqomain

• src/wp35/econometrics/__init__.py

  wp35_uqomain

• results/econometrics/fit_total.csv

  wp44_uqomain

• src/wp35/econometrics/h2_modern.py

  wp35_uqomain

• src/wp35/econometrics/h2_seshat.py

  wp35_uqomain

• scripts/econometrics/meta_models.R

  wp21_uqomain

• scripts/econometrics/python_meta.py

  wp21_uqomain

• results/econometrics/fit_cat_hci.csv

  wp44_uqomain

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README content 9

• gsf6053

  GSF 6053 — Financial Econometrics I (Économétrie Financière) Author / Auteur : Simon Pierre Boucher 📧 Contact : contact@spboucher.ai 🏛️ Département de finance, assurance et immobilier — Faculté des sciences de l'admini…

• gsf6053_h25

  …ées financières. 📖 Références suggérées Gujarati, D. N. & Porter, D. C., Basic Econometrics Wooldridge, J. M., Introductory Econometrics: A Modern Approach Greene, W. H., Econometric Analysis 👤 Auteur et contact Auteur…

• spboucher.ai

  🎓 spboucher.ai Personal website of Simon Pierre Boucher Financial econometrics researcher and macOS/AI developer. Professor — Department of Administrative Sciences, Université du Québec en Outaouais (UQO) 🏠 Home · 🔬 R…

• wp42_uqo

  …Lite store + immutable raw streams per run (git ignored) · Parquet/CSV datasets econometrics, robustness, figures, tables (all generated by scripts) LaTeX monograph · short version private monitoring page ( ) unit tests…

• wp40_uqo

  …0 — A Metal Accelerated C++ Framework for Reproducible High Frequency Financial Econometrics b31b1b?logo=latex&logoColor=white) 000000?logo=apple&logoColor=white) 4051b5) TL;DR — RAID asks whether heterogeneous high freq…

• wp4_uqo

  …} with FE; paired bootstrap (B = 100) for τ=.90 − τ=.10 differences. 4. Spatial econometrics — KNN (k = 5, 10) W on projected km; Moran's I; SAR/SEM/SDM by ML; LR test; LeSage–Pace impacts with simulated SEs. 5. Machine…

• wp28_uqo

  …r internal review; see SSRN not yet submitted Journal — (candidates: Journal of Econometrics, Econometric Theory, JASA T&M, JCGS) Code & data fully reproducible from (synthetic data only); raw Monte Carlo outputs committ…

• wp21_uqo

  …h a provenance block, duplicate extractions and re read records, harmonisation, econometrics, figures and tables. Every number quoted in the text is a macro produced from the result files; dependencies are pinned and ran…

• wp14_uqo

  …tokens in per image (16 threads, API default temperature); both are resumable. Econometrics and ML ≈ 25 minutes on an Apple silicon laptop (PyTorch on MPS). Scripts 11–14, 16 and 18 rebuild the design matrix by executin…