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Princeton University
- https://www.mikkelpm.com
- https://orcid.org/0000-0002-5070-2030
Pinned Loading
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ebci_matlab
ebci_matlab PublicMatlab code for robust empirical Bayes confidence intervals
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het_agents_bayes
het_agents_bayes PublicEstimation of heterogeneous agent models using both macro and micro data
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jm4474/Lag-augmented_LocalProjections
jm4474/Lag-augmented_LocalProjections PublicInference on impulse responses using local projection or VAR methods, with or without lag augmentation.
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dake-li/lp_var_simul
dake-li/lp_var_simul PublicSimulation study of Local Projections, VARs, and related estimators
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stderr_calibration_python
stderr_calibration_python PublicStandard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix
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