MartinSpindler / Machine-Learning-in-EconometricsLinks
Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"
☆23Updated 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)☆21Updated 3 years ago
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…☆24Updated 3 years ago
- Materials for Empirical Methods for Applied Microeconomics PhD course.☆28Updated 3 years ago
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆34Updated 10 months ago
- Analysis of the Primiceri (REStud, 2005) model☆32Updated 9 months ago
- Slide host for the advanced econometrics course for undergraduates☆41Updated last year
- R package for Bayesian Vector Autoregression☆32Updated 4 years ago
- DSGE/CGE/VAR/DID/RD/IV/Panel Data☆17Updated 5 years ago
- R Companion to the textbook "Econometrics" by Fumio Hayashi☆37Updated 2 years ago
- This repo has code to do primary data cleaning for Compustat / Crsp from WRDS☆19Updated 4 years ago
- ☆28Updated 2 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated 8 months ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆37Updated 2 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆28Updated 2 years ago
- An introduction to Git, for economists☆36Updated 3 years ago
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated last week
- This repo contains the code to replicate the analyses in Baker, Larcker, Wang.☆50Updated 3 years ago
- Big Data Applications in Finance module (MSc level)☆15Updated 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
- Teaching materials from DSE2019 summer school at Chicago Booth☆38Updated 5 years ago
- Dynamic Factor Models for R☆38Updated last week
- Estimating VARs using sign restrictions in R☆20Updated 9 years ago
- R Package for data driven SVAR identification of impulse response functions☆48Updated 2 years ago
- Code for UTexas Structural Econometrics and IO☆28Updated 4 years ago
- Graduate Econometrics course notes with code in Julia☆24Updated 3 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Updated 6 years ago
- Course notes for the first half of ECON-GA 1025 – Macroeconomic Theory I, Fall Semester 2018☆56Updated 6 years ago
- Macroeconomics at Claremont Graduate University☆43Updated 6 years ago
- Course site for MACS 30150 (Winter 2020) - Perspectives on Computational Modeling for Economics☆25Updated 5 years ago
- Slides from NBER Methods Lecture (extracted from the Wayback Machine)☆44Updated 10 months ago