Gretl · @gretl
21 followers · 45 posts · Server econtwitter.net
Marco Tedeschi from Ancona University presented an innovative time-varying parameter panel model, estimated with #gretl, on Day 1.
Topic: Geopolitical risks and interactions with commodity prices.
#gretl #economics #econometrics #gc23 #econtwitter
Gretl · @gretl
20 followers · 43 posts · Server econtwitter.net
Exciting research from Marco G. Ercolani at University of Birmingham comparing VECM #cointegration estimates across software packages.
A fascinating study that sheds light on the challenges of #timeseries modeling in econometric research.
#cointegration #TimeSeries #econometrics #economics #econtwitter #gretl #gc2023 #gc23
Gretl · @gretl
20 followers · 43 posts · Server econtwitter.net
Another insightful presentation at #gc23!
Allin Cottrell from Wake Forest Univ. shared exciting developments from #gretl function packages, including improved:
- #Rstats integration
- better GUI-programming facility
These enhancements will surely benefit users both novice and expert.
#gc23 #gretl #rstats #econometrics #economics #econtwitter
Gretl · @gretl
20 followers · 41 posts · Server econtwitter.net
Brilliant insights on "Modelling financial #timeseries with multiplicative errors" from Giampioro M. Gallo at #NYU Florence.
A captivating keynote presentation that perfectly blends theory and application.
#econometrics #economics #financialmodelling #econtwitter #gc23
#TimeSeries #NYU #econometrics #economics #financialmodelling #econtwitter #gc23