Repository for the Master's thesis: "Existe-t-il des asymétries dans les ajustements des prix à la pompe ?"
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Aug 6, 2025 - Jupyter Notebook
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#
error-correction-models
Here are 7 public repositories matching this topic...
First practice of Data Science and analyzing OHLCV data
data-science eda ecm resampling autocorrelation volatility cointegration anomaly-detection error-correction ohlcv ohlcv-data error-correction-models log-return
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Mar 5, 2025 - Jupyter Notebook
Exploring the trade deficit between the US and Canada using machine learning, with deployment as a FaaS on AWS and Docker.
python docker aws data-science machine-learning cloud aws-lambda deployment aws-s3 faas econometrics exchange-rates aws-cloudwatch economic-analysis error-correction-models
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Mar 18, 2025 - Jupyter Notebook
Python solutions for Information and Communication Theory labs (TP1-TP6): PDFs plus code for sources, codes, and channels.
python entropy information-theory huffman-coding markov-chains shannon error-correction-codes entropy-coding huffman-coding-algorithm shannon-fano shannon-fano-algorithm shannon-entropy error-correction information-theory-and-code shannon-coding shannon-decoding shannon-compression communication-theory error-correction-models markov-chains-implementation
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Dec 13, 2025 - Python
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Oct 9, 2021 - R
Do US pump prices rise faster than they fall when crude moves, and where in the chain does it happen? Weekly FRED/EIA data, 2010–2026 (860 weeks), asymmetric distributed-lag models with HAC errors, cointegration/ECM, a 2026 event study, and per-PADD regional fits. Same-week asymmetry is robust and reflects timing, not total pass-through.
econometrics cointegration time-series-analysis fred-api event-study regression-analysis gasoline-prices error-correction-models distributed-lag-models price-transmission asymmetric-pricing
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Sep 5, 2026 - Jupyter Notebook
ARDL cointegration in Python: three-test bounds testing with degeneracy classification, response-surface critical values, bootstrap inference, NARDL, QARDL, Fourier-ADL, and heterogeneous panels (MG/PMG/CS-ARDL) — validated against R and Stata.
bootstrap time-series reproducible-research econometrics vecm cointegration panel-data macroeconomics critical-values error-correction-models unit-root-test johansen-test engle-granger ardl-model ardl-lag-selection ardl-test ardl-analysis bounds-test ardl-bounds-test
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Sep 4, 2026 - Python
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