Jérémy L'Hour

icon indicating a website link https://sites.google.com/site/jeremylhour/

icon company Capital Fund Management icon location Paris, France icon location Quant. research at CFM, PhD in Econometrics from ENSAE Paris.

Results 4 comments of Jérémy L'Hour

Add a GROUP BY operator

Hi, I have a similar issue as OP but the suggested solutions do not work for my case. Basically, I process documents through a model to extract the last_hidden_state, using...

Add a GROUP BY operator

Hi @davanstrien , thanks a lot, I didn't know about this library and the answer works! I need to try it on the full dataset now, but I'm hopeful. Here's...

minor modification of PSC codes for a SINGLE treated unit

Great, thanks a lot!

Orthogonal polynomials

Hi, I think there is a bug in the lb function particulalry at https://github.com/jstriaukas/midasmlpy/blob/9d35a407afea3586e1b98e8681e5137e71b819e2/midasmlpy/src/midas_polynomials.py#L44 You will likely get a dimension error because a scalar multiplies a vectors with @ instead...