陈强高级计量经济学笔记，使用python、matlab实现各模型估计
☆140Jul 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
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
- 对外经济贸易大学计量经济学笔记☆28Jun 11, 2022Updated 3 years ago
- 连玉君老师的stata程序、讲义和培训资料☆125Sep 13, 2022Updated 3 years ago
- 经济学数据☆10Nov 7, 2021Updated 4 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- DSGE/CGE/VAR/DID/RD/IV/Panel Data☆18Nov 22, 2019Updated 6 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☆19Jul 11, 2020Updated 5 years ago
- 《基本有用的计量经济学》（MUSE）☆135Dec 3, 2021Updated 4 years ago
- Causal Inference for the Brave and True的中文翻译版。全部代码基于Python，适用于计量经济学、量化社会学、策略评估等领域。英文版原作者：Matheus Facure☆918Mar 16, 2026Updated last month
- Just another backtester☆22Aug 27, 2025Updated 7 months ago
- 量化宏观及julia应用☆44Feb 21, 2023Updated 3 years ago
- Stata连享会推文集锦☆77Sep 1, 2022Updated 3 years ago
- ☆13Oct 27, 2025Updated 5 months ago
- CoVaR estimation via quantile regression☆27Jan 30, 2018Updated 8 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- 用LaTeX梳理浙江大学蒋岳祥老师的计量经济学讲义☆48Feb 17, 2021Updated 5 years ago
- Answers to review questions and analytical exercises of the Econometrics (Hayashi, 2000) textbook.☆39Jun 8, 2018Updated 7 years ago
- Econ5121A@CUHK. This is an open-source writing project.☆89Mar 7, 2026Updated last month
- 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
- 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
- Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), introduced by F Corsi (2009).☆11Sep 18, 2020Updated 5 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆13Apr 24, 2020Updated 5 years ago
- 经济学相关资源☆26Feb 20, 2019Updated 7 years ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆22Jun 4, 2025Updated 10 months ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- TENET: Tail-Event driven NETwork Risk☆48Oct 21, 2025Updated 5 months ago
- Codes for my mathematical statistics course☆178Dec 27, 2025Updated 3 months ago
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…☆28Oct 12, 2021Updated 4 years ago
- 学习笔记-机器学习与经济学☆23Dec 29, 2020Updated 5 years ago
- R Code Examples Multi-dimensional/Panel Data☆23May 16, 2024Updated last year
- Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Market…☆23Jan 15, 2025Updated last year
- 金融数据爬虫☆29Dec 25, 2015Updated 10 years ago
- Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.☆22Nov 14, 2020Updated 5 years ago
- My Book of Computational Journalism☆31Jul 18, 2022Updated 3 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆27Feb 24, 2025Updated last year
- ☆16Oct 20, 2021Updated 4 years ago
- ☆24May 4, 2021Updated 4 years ago
- A place to keep Stata code on quick reference.☆19May 3, 2025Updated 11 months ago
- ☆41Jan 22, 2019Updated 7 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 5 years ago
- Hull-White 1/2 Factor Dynamics☆15Aug 20, 2022Updated 3 years ago