{ "metadata": { "name": "whats_coming" }, "nbformat": 3, "nbformat_minor": 0, "worksheets": [ { "cells": [ { "cell_type": "heading", "level": 3, "metadata": {}, "source": [ "Google Summer of Code" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Multivariate KDE and nonparametric regression\n", "\n", "Systems of Equations Models\n", "\n", "Empirical Likelihood estimators\n", "\n", "Robust Non-Linear Estimators" ] }, { "cell_type": "heading", "level": 3, "metadata": {}, "source": [ "Formulas" ] }, { "cell_type": "raw", "metadata": {}, "source": [ "Continued integration with the formula code. API changes. Feedback welcome!" ] }, { "cell_type": "heading", "level": 3, "metadata": {}, "source": [ "Seasonal Data" ] }, { "cell_type": "raw", "metadata": {}, "source": [ "Multiplicative and Additive SARIMA models, seasonal filtering methods" ] }, { "cell_type": "heading", "level": 3, "metadata": {}, "source": [ "Time Series Models" ] }, { "cell_type": "raw", "metadata": {}, "source": [ "GARCH(1,1), VECM, Bayesian VAR, Fast Kalman filtering and non-linear state-space methods" ] }, { "cell_type": "heading", "level": 3, "metadata": {}, "source": [ "What else?" ] }, { "cell_type": "raw", "metadata": {}, "source": [ "Generalized Additive Models, Mixed Effects Models, Panel Data Models, Censored and Truncated Regression Models (Tobit, Heckman), Instrumental Variables, parallel Monte Carlo..." ] } ], "metadata": {} } ] }