mandarpriya's repositories
applied-machine-learning-feature-engineering-3809062
This repo is for linkedin learning course: Applied Machine Learning: Feature Engineering [Revision 2024 Q3]
applied-machine-learning-foundations-3856104
This is a repository for the LinkedIn Learning course Applied Machine Learning: Foundations
class-repo
AEM 7130: Dynamic Optimization/Computational Methods
external_instrument
Package and test files for SVARIV. Used for Masters thesis, "Oil Price and the Stock Market: A Structural VAR Model Identified with an External Instrument"
Structural-Vector-Autoregression-Modeling
I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and invests seasonality and stationarity. The second part develops a (structural) vector autoregressive model and test structural identification. The third uses principal compnent analysis and three different quality criterions to forecast quarterly U.S. GDP.
tidy-tuesday
R code from Tidy Tuesday data analyses
Tidymodels_practice
Practice of Tidymodels
varexternalinstrument
R library that implements the high-frequency identification method from Gertler Karadi (and others) for the R vars package