MartinSpindler / Machine-Learning-in-EconometricsLinks
Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"
☆28Updated 9 years ago
Alternatives and similar repositories for Machine-Learning-in-Econometrics
Users that are interested in Machine-Learning-in-Econometrics are comparing it to the libraries listed below
Sorting:
- Financial Econometrics module (MSc level)☆22Updated 4 years ago
- Instructional materials for econometrics short courses☆88Updated last year
- ☆113Updated 4 years ago
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆42Updated last year
- Materials for Empirical Methods for Applied Microeconomics PhD course.☆29Updated 3 years ago
- ☆51Updated 2 weeks ago
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…☆27Updated 4 years ago
- R Companion to the textbook "Econometrics" by Fumio Hayashi☆38Updated 2 years ago
- Analysis of the Primiceri (REStud, 2005) model☆32Updated last year
- Macroeconomics at Claremont Graduate University☆48Updated 6 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated last year
- MF-BAVART model introduced in "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs"☆34Updated last month
- Slide host for the advanced econometrics course for undergraduates☆42Updated last year
- Estimating VARs using sign restrictions in R☆21Updated 9 years ago
- Main Course Repository for Computational Methods in Economics (Econ 21410, Spring 2019)☆49Updated 5 years ago
- An introduction to Git, for economists☆39Updated 3 years ago
- Code to reproduce aspects of "The Consumption Response to Trade Shocks: Evidence from the US-China Trade War"☆28Updated 5 years ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆55Updated last year
- Economic Policy Analysis with Overlapping Generations Models (Autumn 2017)☆30Updated 8 years ago
- R Package for data driven SVAR identification of impulse response functions☆51Updated 2 months ago
- Estimating Dynamic Common Correlated Effects Models in Stata☆32Updated 4 months ago
- DSGE/CGE/VAR/DID/RD/IV/Panel Data☆18Updated 6 years ago
- Slides for A Primer in Econometric Theory☆133Updated 8 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆125Updated last year
- Class Materials for 47-809 Computational Methods for Economics at Carnegie Mellon☆81Updated last year
- Honest inference in regression discontinuity designs☆62Updated last year
- Bayesian Macroeconometrics in R☆91Updated 3 years ago
- Course on Macroeconometrics (graduate level)☆59Updated 3 years ago
- ☆91Updated 3 weeks ago
- This repo contains the code to replicate the analyses in Baker, Larcker, Wang.☆50Updated 3 years ago