Book and material for the course "Time series analysis with Python" (STA-2003)

Unit root tests in Rust

You can find codes and reports for the study of (1) the characteristics of the yields of a stock, and (2) the calculus of the VaR for this stock + backtesting of VaR

Économétrie des séries temporelles : étude de la demande d'électricité en Irlande. Analyse via ACF/PACF et tests de racines unitaires/ruptures (DF, ADF, ZA, LS).

Replication Files and Notes for: Level Breaks and Finite-Sample GLS Detrending: The Point-Optimal Unit Root Test and the Purchasing Power Parity Puzzle

Panel data project in R analyzing how housing prices influence household consumption in Spain, with results benchmarked against a leading published framework (Dong, Hui, and Jia, 2017).

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.