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ITAM
- Mexico City
- http://c-vladimir-rodriguez-caballero.weebly.com/
- @vrodriguezcab
Popular repositories Loading
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MultiLevelPanelDataLongMemory
MultiLevelPanelDataLongMemory PublicReplication code for the paper "Energy consumption and GDP: a panel data analysis with multi-level cross-sectional dependence" published in https://doi.org/10.1016/j.ecosta.2020.11.002
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PolReg.NonsenseInference
PolReg.NonsenseInference PublicReplication codes for https://doi.org/10.3390/econometrics1030236
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GCUnitRoot
GCUnitRoot PublicReplication code for the paper titled "Granger causality and unit roots"
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BayesianLPModel
BayesianLPModel PublicReplication code for the paper titled "Bayesian Log Periodic model for financial crashed" in https://doi.org/10.1140/epjb/e2014-41085-6
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CommonLongRange
CommonLongRange PublicReplication code for the paper "Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads" published in Energy Economics, https://doi.org/10.1016/j.eneco.2016.09.008
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MultilevelFactorCDS
MultilevelFactorCDS PublicReplication codes for the paper "A multilevel factor approach for the analysis of CDS commonality and risk contribution" published in https://doi.org/10.1016/j.intfin.2019.101144
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