Alternatives and similar repositories for Econ5821

Users that are interested in Econ5821 are comparing it to the libraries listed below

• angusmoore / tvarGIRF
  GIRFs for threshold VARs from the R tsDyn package
  ☆7Updated 2 years ago
• jiafengkevinchen / logs-public
  Replication code for "Log with zeros? Some problems and solutions"
  ☆13Updated last year
• dkaenzig / empiricalMacro_PhDcourse
  Materials for empirical macro course
  ☆15Updated 4 months ago
• ml4econ / lecture-notes-2023
  ☆28Updated 2 years ago
• JulienPascal / bc-MC_Operator
  This repository contains the code to generate results from the paper "Artificial Neural Networks to solve dynamic programming problems: a…
  ☆10Updated last year
• zhentaoshi / econ_data_science
  Econ5821@CUHK
  ☆9Updated 2 years ago
• dcascaldi / pandemic_priors
  A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…
  ☆9Updated last year
• zhentaoshi / Econ5150
  Econ5150@CUHK
  ☆13Updated 2 months ago
• tyleransom / DScourseS24
  Materials for Econ 5253 Data Science for Economists course at U of Oklahoma
  ☆38Updated last year
• paulofelipe / cp2015
  Caliendo and Parro (2015) quantitative trade model in R.
  ☆11Updated 7 months ago
• alexCardazzi / lpdid
  ☆15Updated 11 months ago
• jmarbet / inequality-zlb
  ☆12Updated last year
• zhan-gao / LasForecast
  Time series forecasting with Lasso-type shrinkage methods
  ☆13Updated this week
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆21Updated 5 years ago
• kylebutts / ssaggregate
  Create industry-level aggregates for shift-share IV following Borusyak, Hull, and Jaravel (2022)
  ☆24Updated 2 years ago
• OU-PhD-Econometrics / fall-2024
  Materials for Fall 2024 semester Econometrics III course at OU
  ☆14Updated 6 months ago
• bcallaway11 / twfeweights
  TWFE weights
  ☆9Updated 7 months ago
• mpfarrho / tvp-qr
  TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…
  ☆11Updated 2 years ago
• chaisemartinPackages / twowayfeweights
  || Stata | R || Estimates the weights attached to the two-way fixed effects regressions studied in de Chaisemartin & D'Haultfoeuille (202…
  ☆22Updated 3 weeks ago
• scunning1975 / Baylor-Causal-Inference
  Baylor Causal Inference Class
  ☆12Updated 3 years ago
• shuo-zhang-ucsb / did_multiplegt
  Estimation in sharp Difference-in-Difference designs with multiple groups and periods
  ☆20Updated 4 years ago
• wenddymacro / Applied-Econometrics
  DSGE/CGE/VAR/DID/RD/IV/Panel Data
  ☆17Updated 5 years ago
• leojahrens / fedistr
  Stata package to plot distributions after absorbing variance from fixed effects and linear controls
  ☆27Updated last year
• charliemurry / empirical-methods
  Materials for Empirical Methods for Applied Microeconomics PhD course.
  ☆28Updated 3 years ago
• ojorda / JEL-Code
  Local Projections by Oscar Jorda and Alan Taylor. STATA code
  ☆34Updated 10 months ago
• dkaenzig / carbonpolicyshocks
  Repository hosing the carbon policy shocks identified in Känzig (2023)
  ☆12Updated 3 weeks ago
• OU-PhD-Econometrics / fall-2022
  Materials for PhD level structural econometrics course
  ☆17Updated 2 years ago
• bcallaway11 / ife
  Treatment Effects in Interactive Fixed Effects Model
  ☆17Updated 4 months ago
• tchakravarty / HansenSolutions
  Solutions to Bruce Hansen's textbook "Econometrics".
  ☆15Updated 10 years ago
• ryanedmundkessler / suptCriticalValue
  R function to compute simultaneous sup-t confidence bands following Montiel Olea and Plagborg-Møller (2019)
  ☆9Updated last year