Filippo Pellegrino

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icon company Imperial College London icon location London, UK icon location Postdoc at Imperial College London

Results 13 issues of Filippo Pellegrino

Installation errors and warnings

1 comment

Hi, after updating my MacBook, I have noticed a few installation errors and warnings. I have fixed them as follows, but I have thought that you may wanted to take...

Documentation missing under `Usage (regular)`

I just wanted to signal that the documentation link under `Usage (regular)` is currently broken.

Jumpy TVPs

3 comment

Hi, I have written the following code to estimate a univariate linear regression with time-varying parameters (TVP), defining the dynamics of the betas as integrated random walks. In theory, this...