Justin Eloriaga

Panel Data Models (Pooled OLS, FE, RE, LSDVs) in STATA

Introduction to Panel Data Models

Properties of Marshallian Demand Functions

Deriving the Marshallian Demand Functions

Auto ARIMA in R

Introduction to Time Series Data and Stationarity

Random Effects Model

Error Corrections Explained

Forecasting using VECM in R

Building a Vector Error Correction Model in R

Introduction to the Vector Error Correction Model

Solving a Leontief Input-Output Model using Matrix Algebra

Types of Datasets and Variables in Econometrics

Granger Causality, Impulse Response, Variance Decomposition, and Forecasting in VAR using R

Market Demand Function

Market Supply Function

Forecasting Coronavirus Cases using Prophet in R

Comparing the ACF and PACF of an AR, MA, and ARMA Process in R

Brief Example on Laplace Expansion

Marginal Utility, Law of Diminishing Marginal Utility, and the Marginal Rate of Substitution