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Giuseppe Cavaliere Profile picture
Giuseppe Cavaliere
@CavaliereGiu
Professor of #Econometrics @Unibo & @UniofExeter. Associate Editor of @JEconometrics, Co-Editor of Econometric Theory. Dadx2. Tireless traveler.
Jun 8, 2023 • 9 tweets • 4 min read
Hi #EconTwitter!

Yearning for a deep dive into the world of 𝐭𝐢𝐦𝐞 𝐬𝐞𝐫𝐢𝐞𝐬 𝐞𝐜𝐨𝐧𝐨𝐦𝐞𝐭𝐫𝐢𝐜𝐬? 📈

Behold a compilation (from my recent tweets) of very nice lecture notes and books, freely available online, just a click away.

Hope you'll like it! 🌐 ImageImage Alex Aue's Time Series Analysis

Friendly introduction to Time Series Analysis, covering key principles (including spectral methods) and examples in R

batch.libretexts.org/print/Letter/F…
Jun 7, 2023 • 11 tweets • 6 min read
Hi #EconTwitter!

Interested in the #econometrics of 𝐜𝐚𝐮𝐬𝐚𝐥 𝐢𝐧𝐟𝐞𝐫𝐞𝐧𝐜𝐞? 📈

Here's a thread with some great lecture notes, slides, and books on this topic - freely available on the web - which I've happily tweeted about! 📚🌐

Hope you'll find it useful! ImageImage 𝐏𝐚𝐮𝐥 𝐆𝐨𝐥𝐝𝐬𝐦𝐢𝐭𝐡-𝐏𝐢𝐧𝐤𝐡𝐚𝐦'𝐬 (@paulgp) 𝐀𝐩𝐩𝐥𝐢𝐞𝐝 𝐄𝐦𝐩𝐢𝐫𝐢𝐜𝐚𝐥 𝐌𝐞𝐭𝐡𝐨𝐝𝐬

PhD-level slides covering econometrics,  from causal inference to applied MachineLearning.

github.com/paulgp/applied…