Granular instrumental variables, using Gabaix and Koijen paper (2020)
☆22Aug 8, 2022Updated 4 years ago
Alternatives and similar repositories for granulariv
Users that are interested in granulariv are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This repository contains the public databases and code for the US Federal Debt project, which has been undertaken by Professor Tom Sargen…☆11Sep 11, 2018Updated 8 years ago
- Quantile Local Projections☆12Aug 8, 2022Updated 4 years ago
- tests for cohort-level heterogeneity in panel regression☆11Mar 12, 2025Updated last year
- Slides and code used in the lectures☆12Aug 12, 2019Updated 7 years ago
- Convert unstructured text into structured datasets☆27Apr 15, 2026Updated 5 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆16Jun 22, 2022Updated 4 years ago
- Introduction to Structural VAR models☆13Feb 21, 2020Updated 6 years ago
- ☆29Jun 23, 2026Updated 3 months ago
- Generalized Method of Moments estimation☆15Mar 23, 2025Updated last year
- A database on VC-backed startups from Ewens and Malenko (2025)☆14Feb 15, 2025Updated last year
- ☆10Jul 29, 2020Updated 6 years ago
- Replication package and code for "Quasi-Experimental Shift-Share Designs"☆75Mar 2, 2025Updated last year
- ☆26May 4, 2021Updated 5 years ago
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆13Apr 11, 2023Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Python code for Robust Identification of Investor Beliefs☆16Jan 6, 2021Updated 5 years ago
- Bayesian Estimation of Structural Vector Autoregressive Models☆63Sep 8, 2026Updated 2 weeks ago
- Full pipeline to download, parse, clean, and assemble SEC N-PORT filings into research-ready datasets. N-PORT forms are quarterly filings…☆15Nov 11, 2025Updated 10 months ago
- ☆18Jul 22, 2021Updated 5 years ago
- ☆18Jun 27, 2024Updated 2 years ago
- qmoms package to compute option-implied moments from surface data☆30Feb 26, 2026Updated 7 months ago
- CentralBankRoBERTA is a large language model. It combines an economic agent classifier that distinguishes five basic macroeconomic agents…☆34Feb 28, 2024Updated 2 years ago
- 中国波动率指数IVIX(CBOE volatility index)☆29May 25, 2021Updated 5 years ago
- Visualizing the Crisis☆12Jun 28, 2016Updated 10 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Code to accompany the paper "Pricing Uncertainty Induced by Climate Change"☆18Dec 17, 2021Updated 4 years ago
- R Package for data driven SVAR identification of impulse response functions☆57Oct 18, 2025Updated 11 months ago
- Inference in SVMA models identified by external instruments/proxies☆20Dec 21, 2022Updated 3 years ago
- Python implementation of Markov Switching Model using Bayesian inference (Gibbs Sampling) by Lim et al (2020)☆10Dec 4, 2022Updated 3 years ago
- Paul Söderlind's finance/econ codes☆22Oct 25, 2024Updated last year
- Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"☆31Jan 15, 2023Updated 3 years ago
- Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation un…☆15May 1, 2017Updated 9 years ago
- ☆10May 10, 2026Updated 4 months ago
- It is a project that conducts a study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual…☆33Jun 19, 2021Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- 爬取谷歌专利☆12Aug 23, 2019Updated 7 years ago
- Estimation of Difference-in-Differences Treatment Effects with Staggered Treatment Onset Using Heterogeneity-Robust Two-Way Fixed Effects…☆21Updated this week
- Python implementation of the midasml approach☆34May 15, 2025Updated last year
- Material do curso de text mining para cientistas sociais do CPDOC☆12May 8, 2025Updated last year
- Practical Data Wrangling, published by Packt☆18Jan 30, 2023Updated 3 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- Example codes for the SIAM Journal on Scientific Computing (SISC) paper "High-Dimensional Dynamic Stochastic Model Representation"☆23Dec 4, 2023Updated 2 years ago