Alternatives and similar repositories for EconJournalData

Users that are interested in EconJournalData are comparing it to the libraries listed below

• floswald / ScPoProgramming
  ☆11Updated 9 months ago
• lrberge / fplot
  Nice distribution plots with minimum user input
  ☆18Updated 2 weeks ago
• ljanastas / UGA_POLS-8500-Machine-Learning-Text-Analysis
  This is a repository for R code lecture notes for the Fall 2019 version of POLS 8500 on text analysis and machine learning for the social…
  ☆21Updated 3 years ago
• kolesarm / Robust-Small-Sample-Standard-Errors
  Degrees of freedom adjustments for robust standard errors described in Imbens and Kolesár (2016, Review of Economics and Statistics)
  ☆31Updated 7 months ago
• heimbergecon / pubdebt-growth
  This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…
  ☆16Updated 2 years ago
• itamarcaspi / experimentdatar
  Datasets used in the AEA 2018 Continuing Education "Machine Learming and Econometrics" (Athey and Imbens, 2018)
  ☆12Updated 6 years ago
• grantmcdermott / ds4e
  Data Science for Economists and Other Animals
  ☆28Updated 4 years ago
• rrremedio / estprod
  Estimation of Production Funtions
  ☆9Updated 7 years ago
• johnson-shuffle / mixtape-code
  Code for Causal Inference: The Mixtape by Scott Cunningham
  ☆27Updated 6 years ago
• kolesarm / ManyIV
  Inference in instrumental variables models robust to many instruments
  ☆11Updated last month
• paulofelipe / cp2015
  Caliendo and Parro (2015) quantitative trade model in R.
  ☆11Updated 8 months ago
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆39Updated last month
• ryanedmundkessler / suptCriticalValue
  R function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)
  ☆9Updated last year
• yuchang0321 / IVQR
  Instrumental Variable Quantile Regression
  ☆12Updated 2 years ago
• hollina / scul
  R package for the Synthetic Control Using Lasso (SCUL) estimator from Hollingsworth and Wing (2020)
  ☆25Updated last year
• edrubin / EC421W19
  Introduction to Econometrics at the University of Oregon (EC421) during Winter quarter, 2019. Taught by Edward Rubin
  ☆12Updated 6 years ago
• bldavies / nberwp
  R package containing data on NBER working papers
  ☆24Updated 2 years ago
• fditraglia / git-for-economists
  ☆21Updated 10 years ago
• shuo-zhang-ucsb / did_multiplegt
  Estimation in sharp Difference-in-Difference designs with multiple groups and periods
  ☆20Updated 4 years ago
• FixedEffects / FixedEffectjlr
  R interface for Fixed Effect Models
  ☆21Updated 5 years ago
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆22Updated 5 years ago
• xuyiqing / lalonde
  Replications data and code for "LaLonde (1986) after Nearly Four Decades: Lessons Learned"
  ☆22Updated last year
• lukestein / steincoresummary
  Luke Stein's summary notes from the Stanford graduate economics core
  ☆23Updated 6 years ago
• fhollenbach / did_compare
  R-code to compare some staggered did methods
  ☆26Updated 3 years ago
• JustinMShea / neverhpfilter
  R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton
  ☆16Updated 2 years ago
• andrewchbaker / DiD_Slides
  ☆11Updated 5 years ago
• andrewheiss / closing-backdoors-dags
  Use regression, inverse probability weighting, and matching to close confounding backdoors and find causation in observational data
  ☆13Updated 5 years ago
• swager / optrdd
  Optimized regression discontinuity designs
  ☆29Updated 2 years ago
• pachadotdev / leontief
  Leontief's Input-Output Model in R
  ☆17Updated last year
• kolesarm / ShiftShareSE
  Inference in shift-share designs
  ☆19Updated 11 months ago