Matthieu Stigler

Quick presentation


Research Teaching Software Blog

Time series econometrics

Lectures taught while I was visiting researcher at NIPFP, India in 2008.
  1. Stationarity: Definition, meaning and consequences pdf
  2. Stationary models: MA, AR and ARMA pdf
  3. Seasonality pdf
  4. Nonstationarity: Some complicatons in the distributions pdf
  5. Regime switching models: Structural change and nonlinearities pdf
  6. Multivariate models pdf
  7. Structural VAR models pdf
  8. Cointegration: the Engle and Granger approach pdf

Regression Discontnuity Design (RDD)

Workshop taught at IGIDR, Bombay, and NIPFP, New Delhi in 2014. Lecture 1 pdf

Intermediate statistics

Lectures taught while I was visiting researcher at NIPFP, India in 2008. Just found two lectures.
  • Lecture 3: Statistical estimation and inference pdf
  • Lecture 5: Hypothesis testing and OLS regression pdf

Introduction to statistical software R

Five days training for staff members at FAO, Rome, and at WTO, Geneva, 2013-2014. Slides available upon request