Community Profile

Enrique M. Quilis

Last seen: oltre 2 anni fa | Attivo dal 2010

Followers: 0 Following: 0

Contatto

Programming work related to:
- temporal disaggregation and interpolation
- dynamic factor models
- bayesian vector autoregressions (BVAR)
- bootstrapping time series
- business cycle analysis: filtering, dating
- general time series applications.
Professional Interests: time series econometrics, business cycle analysis, quantitative modeling

Statistiche

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Inviato

FactorLIB
Static Factor Analysis

oltre 4 anni fa | 1 download |

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Calendar_var
Calendar effects in monthly economic time series.

quasi 5 anni fa | 1 download |

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Temporal disaggregation
Temporal disaggregation, interpolation and extrapolation of time series. Methods: univariate (with or without indicators) and mu...

oltre 5 anni fa | 21 download |

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BayVAR: Bayesian Vector of Autoregressions
VAR modeling with

circa 6 anni fa | 4 download |

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Theory of Moves (ToM) Calculator
Determines Non-Myopic Equilibria (NME) in 2x2 ordinal games accorting to the Theory of Moves (ToM).

oltre 7 anni fa | 1 download |

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Random Walker
Bidimensional simulation of random walks

circa 8 anni fa | 1 download |

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Bayesian Vector Autoregression Modeling: BayVAR
Specification and estimation of Bayesian vector autoregressive models (BVAR).

circa 8 anni fa | 9 download |

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Wealth dynamics in exchange economies
Different exchange rules modify an nitial distribution of wealth among traders.

oltre 8 anni fa | 2 download |

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Geometric Prisoners Dilemma
A bidimensional cellular automata with a transition rule determined by the Prisoners Dilemma game.

oltre 8 anni fa | 3 download |

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Traffic simulation using the Nagel-Schreckenberg (NaSch) model.
Traffic simulation using the Nagel-Schreckenberg (NaSch) model.

oltre 8 anni fa | 2 download |

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Bootstrapping Time Series
Bootstrap resampling procedures adapted to (vector) time series data.

oltre 8 anni fa | 4 download |

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Bayesian Autoregressive Modeling
Specification and estimation of Bayesian univariate autoregressive models.

circa 14 anni fa | 3 download |