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advanced-r-solutions

Set of solutions for the Advanced R programming book

adversarial_estimation

adversarial_gmm

Prototype code for paper: Adversarial Generalized Method of Moments, Greg Lewis and Vasilis Syrgkanis

alasso_predictive_regression

This is the accompanying repository for "On LASSO for Predictive Regression".

applied_metrics

A PhD course in Applied Econometrics and Panel Data

are213

PhD Applied Econometrics class taught at UC Berkeley

bubbletest

Bubble test based on Phillips, Shi and Yu (2015) and the MultipleBubbles package.

c-lasso

The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2015): “Identifying Latent Structures in Panel Data”

cam-notes

My Cambridge Lecture Notes

causallib

A Python package for modular causal inference analysis and model evaluations

causaltree

Working repository for Causal Tree and extensions

ccrm

companion R package for Gao and Pesaran (2023) Identification and estimation of categorical coefficient regression model

classo

A package implements Classifier-Lasso

clrs

:notebook:Solutions to Introduction to Algorithms

convex_prog_in_econometrics

This is the accompanying repository for "Implementing Convex Optimization in R: Two Econometric Examples"

copulagraphic

datasciencer

a curated list of R tutorials for Data Science, NLP and Machine Learning

did

Difference in Differences with Multiple Periods

did-base

Keeping track of what is going on with the latest DiD innovations.

did_compare

R-code to compare some staggered did methods

diftrans

R package to find the difference-in-transports estimator

dmlongithub

econ5170

Econ 5170 @CUHK: Computational Methods in Economics (2017 Spring)

econ_prob

Summer preparatory course for MSc students

econml

ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.

forecastinginflation

Forecasting Inflation in a data-rich environment: the benefits of machine learning methods

ggplot2-china-map

Use ggplot2 to plot China map, and provide a JSON file of coordinates of major Chinese cities

gmmsensitivity

Sensitivity analysis in GMM

grf

Generalized Random Forests

hdeconometrics

Set of R functions for high-dimensional econometrics