R companion to Angrist Pischke Mostly Harmless econometrics
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Updated
Oct 4, 2015 - R
R companion to Angrist Pischke Mostly Harmless econometrics
Graphic convergence diagnostics for the BMR (Bayesian Macroeconometrics in R) package
A replication of Marvell and Moody's economics experiment measuring impact of gun ownership on crime rates, using percent suicides by gun, gun manufacturing, and survey data as proxies for gun ownership. Data set included.
Code for determining optimal value of lambda to be used in Hodrick Prescott filter using cross-validation method
Choice models for brands of peanut butter and ketchup - Project for the "Advanced Econometrics of Qualitative Data" course by Thierry Kamionka at ENSAE ParisTech
Packages for Rats (Estima) syntax highlighting in Atom and Sublime Text
regression discontinuity design; incumbency effect; advanced econometrics
Utility routines for financial data analysis
Governance Analytics Knowledge Base
full sample/sample splitting estimation of ATE for subgroups
An R library dedicated to helping users build regression models, providing text output to ease interpretation of the model’s results, and optimizing model specifications.
Master's degree project analysing and verifying Okun's law
censored quantile regression with three-step estimator
Implementation of a finance-neutral output gap as explained in "Rethinking Potential Output" paper by Borio et al (2015)
Statsmodels: statistical modeling and econometrics in Python
A Stata program for backtesting forecast
Material for my one-day tutorial at ESOBE2017
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