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Stepdown p-values for Multiple Hypothesis Testing in Julia
* The script to reproduce the results of this tutorial in Julia is located here. To finish yesterday’s tutorial on hypothesis testing with non-parametric p-values in Julia, I show how to perform the...
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Julia Attracts an International Audience
I created this site 2 days ago to help economists learn Julia. I am pleasantly surprised that so many share this interest. Below, see the number of views of this site over these 2 days by country....
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Parallel Processing in Julia: Bootstrapping the MLE
* Scripts that reproduce the results of this tutorial in Julia are located here and here. To review our extended example, we first simulated the OLS DGP, solved for the MLE of OLS, bootstrapped the...
View ArticleREVISITED: Julia vs Python Speed Comparison: Bootstrapping the OLS MLE
I originally switched to Julia because Julia was estimating a complicated MLE about 100-times faster than Python. Yesterday, I demonstrated how to bootstrap the OLS MLE in parallel using Julia. I...
View ArticleAnnouncements
Please visit JuliaBloggers.com, in which JuliaEconomics.com is an active participant, to keep track of the latest news, tips, and advances in programming with Julia. JuliaEconomics.com is featured in...
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Kalman Filter for Panel Data and MLE in Julia, Part 1
* The script to reproduce the results of this tutorial in Julia is located here. The Kalman Filter is notoriously difficult to estimate. I think this can be attributed to the following issues: It...
View ArticleUpgrade to Julia Version 0.3.0
UPDATE: Julia is now on Version 0.4 and the Julia Developers have now released an IDE called Juno that is bundled with Julia. See the new installation guide here. The Julia developers have officially...
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Selection Bias Corrections in Julia, Part 1
Selection bias arises when a data sample is not a random draw from the population that it is intended to represent. This is especially problematic when the probability that a particular individual...
View ArticleFernández-Villaverde to Speak at Becker Friedman Institute
To those readers affiliated with the University of Chicago: The economist Jesús Fernández-Villaverde, University of Pennsylvania, a leader in the field of computational economics and co-author of the...
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An Introduction to Structural Econometrics in Julia
This tutorial is adapted from my Julia introductory lecture taught in the graduate course Practical Computing for Economists, Department of Economics, University of Chicago. The tutorial is in 5 parts:...
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