MartinSpindler / Machine-Learning-in-Econometrics
Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"
☆18Updated 8 years ago
Related projects: ⓘ
- Financial Econometrics module (MSc level)☆20Updated 2 years ago
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…☆23Updated 2 years ago
- This repo has code to do primary data cleaning for Compustat / Crsp from WRDS☆19Updated 4 years ago
- R Companion to the textbook "Econometrics" by Fumio Hayashi☆34Updated last year
- Materials for Empirical Methods for Applied Microeconomics PhD course.☆26Updated 2 years ago
- DSGE/CGE/VAR/DID/RD/IV/Panel Data☆16Updated 4 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆19Updated 6 years ago
- MACS 40200 (Winter 2019): Structural Estimation☆25Updated 5 years ago
- Estimating Dynamic Common Correlated Effects Models in Stata☆28Updated 3 months ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆25Updated last year
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated last year
- Barcelona GSE Macroeconometrics Summer School 2018 course☆14Updated 6 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆36Updated 2 years ago
- Dynamic Factor Models for R☆29Updated 3 months ago
- A set of lecture notes from my PhD classes at Boston College☆28Updated 5 years ago
- R package for Bayesian Vector Autoregression☆29Updated 4 years ago
- Course notes for the first half of ECON-GA 1025 – Macroeconomic Theory I, Fall Semester 2018☆54Updated 5 years ago
- Big Data Applications in Finance module (MSc level)☆15Updated 2 years ago
- Code to reproduce aspects of "The Consumption Response to Trade Shocks: Evidence from the US-China Trade War"☆25Updated 4 years ago
- Teaching materials from DSE2019 summer school at Chicago Booth☆37Updated 4 years ago
- Dynare Summer School 2018 material☆15Updated 6 years ago
- Slide host for the advanced econometrics course for undergraduates☆38Updated 5 months ago
- An introduction to Git, for economists☆29Updated 2 years ago
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆20Updated 7 years ago
- Applied Econometrics 2021☆30Updated 3 years ago
- Macroeconomics at Claremont Graduate University☆39Updated 5 years ago
- This repository contains the material I use to teach the TA sections for the first-year PhD Macroeconomics course at Boston University (E…☆26Updated 3 years ago
- ☆9Updated 4 years ago
- This repo contains the code to replicate the analyses in Baker, Larcker, Wang.☆47Updated 2 years ago
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆17Updated last month