Sven Otto
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svenotto.com
Sven Otto
@svenotto.com
Econometrics J.Prof. at Uni Cologne
Time Series and Functional Data
www.svenotto.com
+ estimator for number of factors
+ application on yield curves with improved out-of-sample forecasting
+ structural interpretability clarifying which region of a curve is affected by which factor and how
+ R Package
June 5, 2024 at 9:13 PM
I also like Mastodon, but it only seems to be attractive for a special group in stats/metrics, mostly #rstats. I guess Bluesky feels more like good old Twitter 10 years ago. Not everyone has an invite yet.
Let’s see which platform we use in the future, maybe both, interesting social experiment
October 6, 2023 at 3:13 PM
Cooles Feature! hab ich direkt auch mal getestet 😀
October 4, 2023 at 4:21 PM