jayhyung Goto Github PK

applied_metrics

A PhD course in Applied Econometrics and Panel Data

awesome-causal-inference

A curated list of causal inference libraries, resources, and applications.

blog-posts

Code and notebooks for my Medium blog posts

bootcamp2018

Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSM Lab Boot Camp 2018

causal-inference-in-python-code

Code for the Book Causal Inference in Python

causalinference_crashcourse

Causal Inference Crash Course for Scientists - contains slides and Jupyter notebooks

causalml

Uplift modeling and causal inference with machine learning algorithms

crosswalk-zipcode-county-cbsa

Create a cross-walk between zip code, county, and metropolitan area information.

demand-estimation

Demand Estimation taught by Jeff Gortmaker and Ariel Pakes

detecting-option-price-deviation-using-kalman-filtering

In this repo, I use State Space Representation and Kalman Filtering technique to detect arbitrage opportunity in option price. In the first step, I formulate state space representation of option and stock price. Updates will be made soon.

event-study-graphs

lapack

LAPACK development repository

meta_learner-for-causal-ml

This repository provides R-code for the estimation of the conditional average treatment effect (CATE) using machine learning (ML) methods.

mipfp

Multidimensional Iterative Proportional Fitting and Alternative Models

ml-tools-summary

A Collection of Cheatsheets, Books, Questions, and Portfolio For DS/ML Interview Prep

nlopt

library for nonlinear optimization, wrapping many algorithms for global and local, constrained or unconstrained, optimization

oce-dataset

Datasets for Online Controlled Experiments

option_pricing_els_replication_samsung

In this repo, I describe how to compute the Equity Linked Security product developed by Samsung Security

osm2018

python-bureau-economic-analysis-api-client

A Python API client used to pull and retrieve data from the US Bureau of Economic Analysis

staggered_did

Stata scripts running recent staggered DID estimators on simulated dataset