陈强高级计量经济学笔记,使用python、matlab实现各模型估计
☆137Jul 13, 2020Updated 5 years ago
Alternatives and similar repositories for econometrics
Users that are interested in econometrics are comparing it to the libraries listed below
Sorting:
- Stata、计量经济学、DSGE☆45May 17, 2023Updated 2 years ago
- 计量经济学导论(第五版)课后习题☆21Jul 2, 2018Updated 7 years ago
- 经济学数据☆10Nov 7, 2021Updated 4 years ago
- Stata and other codes for econometrics course.☆35Feb 28, 2021Updated 5 years ago
- 连玉君老师的stata程序、讲义和培训资料☆120Sep 13, 2022Updated 3 years ago
- 《基本有用的计量经济学》(MUSE)☆133Dec 3, 2021Updated 4 years ago
- 介绍分位数回归,包括分位数Granger因果检验、QVAR及脉冲响应函数☆18Jul 11, 2020Updated 5 years ago
- 量化宏观及julia应用☆44Feb 21, 2023Updated 3 years ago
- Stata连享会推文集锦☆75Sep 1, 2022Updated 3 years ago
- DSGE/CGE/VAR/DID/RD/IV/Panel Data☆18Nov 22, 2019Updated 6 years ago
- Econ5121A@CUHK. This is an open-source writing project.☆89Aug 1, 2025Updated 7 months ago
- R Code Examples Multi-dimensional/Panel Data☆23May 16, 2024Updated last year
- Python solutions to computer exercises in Wooldridge 5e☆22Nov 29, 2022Updated 3 years ago
- Just another backtester☆22Aug 27, 2025Updated 6 months ago
- The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Pa…☆24Jan 26, 2025Updated last year
- 学习笔记-机器学习与经济学☆23Dec 29, 2020Updated 5 years ago
- Online exercise classes for the course "Social Data Science: Econometrics and Machine Learning"☆12Jun 18, 2020Updated 5 years ago
- 用LaTeX梳理浙江大学蒋岳祥老师的计量经济学讲义☆47Feb 17, 2021Updated 5 years ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11May 13, 2018Updated 7 years ago
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…☆27Oct 12, 2021Updated 4 years ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆25Apr 27, 2018Updated 7 years ago
- CoVaR estimation via quantile regression☆28Jan 30, 2018Updated 8 years ago
- 单维、多维时间序列数据预测☆11Jan 7, 2019Updated 7 years ago
- ☆42Oct 24, 2020Updated 5 years ago
- ☆13Oct 27, 2025Updated 4 months ago
- My Book of Computational Journalism☆31Jul 18, 2022Updated 3 years ago
- 经济学相关专业资料集☆983Nov 19, 2025Updated 3 months ago
- 1.收集影响我国34个省市房地产价格的相关因子进行因子分析,将因子命名为3类。2.使用K-means对我国房地产价格进行聚类。3.使用多元回归分析针对广东省房地产价格深入分析并预测。☆13Aug 21, 2020Updated 5 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆14Apr 24, 2020Updated 5 years ago
- R code and Realized Volatility (RV) series set for fitting NN-based-HAR models to multinational RV series.☆13Sep 8, 2018Updated 7 years ago
- ☆15Apr 29, 2018Updated 7 years ago
- Answers to review questions and analytical exercises of the Econometrics (Hayashi, 2000) textbook.☆40Jun 8, 2018Updated 7 years ago
- ☆41Jan 22, 2019Updated 7 years ago
- 量化金融计算,Jupyter notebook,中文。☆34Jan 30, 2021Updated 5 years ago
- Socio-economic network and hypergraph statistics in R☆13Jun 5, 2018Updated 7 years ago
- Course page for KU course on econometrics and machine learning☆22Jun 10, 2020Updated 5 years ago
- ☆16Oct 20, 2021Updated 4 years ago
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆16Sep 20, 2023Updated 2 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago