#econtwooter picking up its vibe!
https://tech.intersects.art/@xor/109521267692432271

Is there recent work on forecasting the shape of IRFs using past IRFs?

Context: I have high-frequency event data (~seconds between events) over a span of years and want to estimate IRFs. But the shape changes over time (order ~days due to state) in a way that's v hard to model. I'm estimating a series of IRFs for ~week intervals, and would like to make some kind of "next week's IRF" forecast from previous + state vectors.

#econtwooter #EconTwitter #econtoots #econometrics #forecasting

Hey #econtwooter, have you worked on research that involved parsing complicated texts (eg. disclosures, patents, etc.?)

What were the docs, the type of text parsing you did, and the pain points?