XwangCausal Inference 102 EP04: Implementation of Inverse Probability WeightingIn this post, I will demonstrate how to implement Inverse Probability Weighting (IPW) from scratch. For simplicity, I use the well-known…6 min read·Jan 6, 2023----

XwangForecasting 101 EP08: CointegrationIn this post, we are going to talk about cointegration. It is a concept closely related to the unit root process in a multivariate model…3 min read·Nov 24, 2022----

XwangForecasting 101 EP07: Multivariate ModelsIn this series, we have spent a lot of time talking about ARIMA models, which are essentially univariate models. In this post, we discuss…5 min read·Nov 24, 2022----

XwangForecasting 101 EP06: Model Identification and EvaluationIn this post, we will talk about how to identify the model and evaluate them. The full notebook can be found here. Let’s first take a look…5 min read·Nov 8, 2022----

XwangForecasting 101 EP05: Non-Stationary ProcessIn this post, let’s talk about the non-stationary process. Most of the time, when we do an empirical analysis of time series, the first…5 min read·Nov 8, 2022----

XwangForecasting 101 EP04: AutoRegressive ModelsIn this post, let’s talk about the AutoRegressive Models. The derivations are from a lecture note compiled by myself, so there should not…4 min read·Oct 29, 2022----

XwangForecasting 101 EP03: Moving Average ModelsIn this post, let’s talk about the Moving Average Model. The derivations are from a lecture note compiled by myself, so there should not be…5 min read·Oct 29, 2022----

XwangForecasting 101 EP02: Essential ConceptsIn this post, I will discuss several essential concepts for time series forecasting. This post is designed to be a reference for later…5 min read·Oct 9, 2022----

XwangForecasting 101 EP01: The Big PictureI developed a new series of posts to introduce the concepts of forecasting in Economics. These posts are not as rigorous as a lecture that…5 min read·Oct 9, 2022----

XwangCausal Inference 102 EP03: Power Analysis From ScratchIn this post, let’s talk about power analysis in a bit more detail.5 min read·Oct 2, 2022----