Research materials: 2018

Methods of Applied Statistics

• Binarizing data using data.table in R
• Censored data
• Linear mixed effects model
• Visualizing confidence regions

Ordinary Differential Equations

• Visualizing Mankiw-Romer-Weil growth model

Statistical Computation

• Boundary estimation
• Dealing with a non-separable penalty term
• Evaluating a hard-to-evaluate pmf using pgf and DFT
• Using pgf and DFT: Python implementation

Time Series Analysis

• Study note 1: weak stationarity, ARIMA, Dickey-Fuller
• Study note 2: TFNM
• Study note 3: VAR, Granger causality, cointegration, multivariate times series
• Study note 4: state-space model, bootstrap
• Study note 5: problems, summary