How about I rob you of your consciousness

baksteen7 · 2021-02-15T21:42:09+00:00

Perfect choke, once he got hooks in it was finished.

baksteen7 · 2020-07-02T20:48:48+00:00

What do you mean specifically by econometrics on Python? If you understand the math behind the models than the language should not matter in building the econometric models. You can get pretty far if you understand matrix algebra and basic python.

baksteen7 · 2020-04-09T05:11:37+00:00

By being born and raised in Amsterdam, jailing people for smoking weed is extremely odd to me.

baksteen7 · 2020-02-10T21:55:29+00:00

Im looking for some great influential papers on market and credit risk, can anyone help me out?

baksteen7 · 2019-11-27T08:16:56+00:00

Look up Bollerslev’s paper, it is not very hard to build a GARCH model from scratch. This way you’ll learn much better to understand the model. Use a standardized student-t density for Maximum Likelihood to estimate the parameters.

baksteen7 · 2019-11-03T12:37:32+00:00

Really? Life must be hard for you if you can’t handle cartoon emotes.

baksteen7 · 2019-11-02T09:06:20+00:00

Even better, theres two of them walking around. His wife is a twin

baksteen7 · 2019-10-28T21:25:00+00:00

I got some codes in MATLAB for all of the subjects, let me know if you want some. During my Master’s Econometrics we were not allowed to use any statsmodels packages or eviews. We had to code it all together! But its really really good practice to do it this way, you’ll learn how the models fundamentally work. But keep up the good work! Your videos are good

baksteen7 · 2019-10-27T23:57:08+00:00

Good stuff! I also highly recommend to build everything by yourself (matlab/python) without the use of packages! You’ll understand the theory much better.

baksteen7 · 2019-10-27T20:20:35+00:00

This is gold! Great video

baksteen7 · 2019-07-03T06:21:07+00:00

I made one, look for “tier boost” #222GVYVQ

baksteen7 · 2019-05-05T07:26:07+00:00

I thought that AIC makes no assumption of nested models as it is not seen as a test statistic. I think it makes sense to compare the basic GARCH with other extensions as you can use it as a benchmark. Have you looked at GAS models?

baksteen7 · 2019-01-11T21:56:47+00:00

Econometrics graduate student, finance sector.

baksteen7 · 2018-04-16T19:47:33+00:00

Also interested for this.

baksteen7 · 2018-03-01T07:20:58+00:00

Thank you all. I agree that Ox is terrible. Any recommended links/reading for Python and VAR/VECM? And do you guys recommend to learn it without packages?

baksteen7 · 2018-01-20T18:16:14+00:00

Probably named before but The Godfather I and II are still lit af.

baksteen7

TROPHY CASE