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jiaqi-46's Projects

diebold-mariano-test icon diebold-mariano-test

This Python function dm_test implements the Diebold-Mariano Test (1995) to statistically test forecast accuracy equivalence for 2 sets of predictions with modification suggested by Harvey et. al (1997).

dsge-utilities icon dsge-utilities

Python Programming Code for Dynamic Stochastic General Equilibrium Modeling

fnc-extras icon fnc-extras

Extra materials for *Fundamentals of Numerical Computation* by Driscoll and Braun.

house icon house

有完整版的PDF下载。

jupyter_notebooks icon jupyter_notebooks

Jupyter notebooks illustrating solutions to computational macroeconomic problems

tianya-docs icon tianya-docs

精心收集的天涯神贴，不带水印，方便阅读

timedisagg icon timedisagg

Python package that implements temporal disaggregation models to convert low-frequency to high-frequency time series (pip install timedisagg).

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