Embedded Files
Implemented a modification of the Flurry-Gautschi algorithm for calculating CPC based on least squares
Solves a challenging optimization problem over the space of orthogonal matrices
Sped up calculations by transferring code to Fortran
R package available here
Miscellaneous:
Miscellaneous:
Really enjoyed participating in the 2025 edition of the Econometric Game in Amsterdam
My doctoral research is supported in part by funding from the Social Sciences and Humanities Research Council (SSHRC) and the Ontario Graduate Scholarship Program (OGS). Read Newsletter
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