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Chris Herdelin


U.S. Department of the Treasury

Last seen: 8 Monate vor |  Aktiv seit 2020

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I am a graduate of West Texas A&M University where I earned an M.S. in Financial Economics. I am currently doing post Master's work in Applied Economics at Johns Hopkins University's Zanvyl Krieger School of Arts & Sciences. In addition, I am an economist at the U.S. Department of the Treasury and Adjunct Professor of Economics at Ursinus College. I will be pursuing a PhD in Economics in the Fall of 2021.

Statistik

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I am trying to solve the system of two linear differential equations and create a phase diagram to asses the stability of the system.
\dot{\dot{y}\ =-\delta\gamma\beta(y-y_n)-\delta\gamma\lambda(p-p_t)} \dot{\dot{p}=\alpha(y-y_n)}

10 Monate vor | 2 Antworten | 0

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I am not sure how to code the ARMA models below.
For each ARMA model below, show how an unit shock (i.e.,1) to X at t (i.e., et =1) affects Xt+i, for i=0,1,2,3,…. Xt = 0.7Xt-1...

mehr als 3 Jahre vor | 0 Antworten | 0

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How do I calculate the R^2?
n=100; alpha=1; beta=1.5; e = randn(n,1); x=rand(n,1); y=alpha + x*beta + e; x=[ones(n,1), x]; bhat = inv(x'*x)*x'*y; di...

mehr als 3 Jahre vor | 1 Antwort | 0

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How do I Run the below program? The sample program sums various column vectors. How do I Modify the first of the program (i.e., ignore the xsum2part) to calculate averages.
x=[1;2;7;5;9;3;6;9;1;11;1]; xsum=sum(x); xsum1=0; for i=1:11 xsum1=xsum1 + x(i,1); end disp xsum; disp(xsum); disp xsum1...

mehr als 3 Jahre vor | 1 Antwort | 0

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How do I run the program below in Matlab? b) How do I extend this program to calculate the R2 of this regression? How do I calculate the covariance matrix of the OLS estimator
n=100; alpha=1; beta=1.5; e = randn(n,1); x=rand(n,1); y=alpha + x*beta + e; x=[ones(n,1), x]; bhat = inv(x'*x)*x'*y; di...

mehr als 3 Jahre vor | 0 Antworten | 0

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How do I input the following commands in Matlab?
% a simple matlab program with matrix commands x = [1 2 3; 4 5 6; 7 8 9]; disp x; disp(x); y = [11 22 23; 14 15 16; 17 18 19...

mehr als 3 Jahre vor | 1 Antwort | 0

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AR(1) Model
How do I estimate the attached model using Maxmimum Likelihood? Any help you could give me would be greatly appreciated!

fast 4 Jahre vor | 1 Antwort | 0

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Incorporating Multiple Dummy Variables In A Regression Model
I was able to incorporate Dummy2008 into the regression model, but including all four dummies resulted in the error below. How d...

fast 4 Jahre vor | 1 Antwort | 0

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Dynamic Macro Script for Matlab
How do I script the Solow Model attached in Matlab? Specifically, how do I code the endogoenous as well as the exogoeneous vari...

etwa 4 Jahre vor | 0 Antworten | 0

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Manual Weighted Least Squares Estimation
I have estimated WLS manually by dividing each of the coefficients by income^0.5. My question is, when I do that, does it automa...

mehr als 4 Jahre vor | 1 Antwort | 0

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Polynomial Distributed Lag Model
Can anyone tell me how to create a Polynomial Distributed Lag Model to deal with Multicollinearity in Matlab?

mehr als 4 Jahre vor | 0 Antworten | 0

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Having Trouble Using The collintest!
>> collintest(Q) Error using svd Input to SVD must not contain NaN or Inf. Error in collintest (line 254) [~,S,V] = svd(XS...

mehr als 4 Jahre vor | 1 Antwort | 0

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Opening Multiple Windows To Analyze Different Plotted Variables
How do I open separate windows for each time series variable that I am plotting? When I plot a new variable it erases the plot o...

mehr als 4 Jahre vor | 1 Antwort | 0

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