pedrohcgs / applied_metricsLinks
A PhD course in Applied Econometrics and Panel Data
☆10Updated 4 years ago
Alternatives and similar repositories for applied_metrics
Users that are interested in applied_metrics are comparing it to the libraries listed below
Sorting:
- Code to reproduce aspects of "The Consumption Response to Trade Shocks: Evidence from the US-China Trade War"☆28Updated 5 years ago
- Collection of lecture notes and excercises for a course "Machine Learning in Econometrics"☆23Updated 9 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆38Updated 3 years ago
- Code for DID chapter☆11Updated 2 years ago
- Financial Econometrics module (MSc level)☆22Updated 4 years ago
- Materials for Empirical Methods for Applied Microeconomics PhD course.☆28Updated 3 years ago
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆121Updated 9 months ago
- Financial Econometrics (MSc, Julia code)☆68Updated 2 months ago
- ☆19Updated 6 years ago
- Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Pape…☆47Updated 3 months ago
- This repo has code to do primary data cleaning for Compustat / Crsp from WRDS☆20Updated 5 years ago
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆38Updated 4 years ago
- Difference-in-Differences☆41Updated 3 years ago
- This course provides a graduate level introduction to probability and statistics. The course was designed for economists starting their d…☆26Updated 3 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Updated last year
- This is a 12 classes course in Empirical Macroeconomics methods to identify shocks☆24Updated 3 months ago
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆24Updated 8 years ago
- MACS 40200 (Winter 2019): Structural Estimation☆25Updated 6 years ago
- Local Projections by Oscar Jorda and Alan Taylor. STATA code☆39Updated last year
- Estimating VARs using sign restrictions in R☆21Updated 9 years ago
- Vector Autoregression augmented with deep learning.☆16Updated last year
- My "Foundations of Computational Economics" course☆99Updated 3 years ago
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- DSGE/CGE/VAR/DID/RD/IV/Panel Data☆18Updated 5 years ago
- Codes to replicate analysis in Baker & Gelbach (2020)☆11Updated 5 years ago
- This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…☆15Updated 7 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆15Updated 7 years ago
- ☆15Updated 4 years ago
- Course on Macroeconometrics (graduate level)☆58Updated 3 years ago
- Teaching materials from DSE2019 summer school at Chicago Booth☆39Updated 5 years ago