Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...

This article considers the problem of inference for nested least squares averaging estimators. We study the asymptotic behavior of the Mallows model averaging estimator (MMA; Hansen, 2007) and the ...

It is well known that allowing the coefficients to be time-varying in a predictive model with possibly nonstationary regressors can help to deal with instability in predictability associated with ...

In this module, we will introduce the basic conceptual framework for statistical modeling in general, and linear statistical models in particular. In this module, we will learn how to fit linear ...