mishrad Goto Github PK

econ722

Notes and code for the second part of Econ 722 at UPenn

econjobmarket

Files for downloading and parsing listings from job posting websites.

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.

econometrics.jl

Econometrics in Julia

edtc-code

Code for Economic Dynamics, Theory and Computation

empirical-io

Replication of seminal IO papers

empirical-io-1

Matlab codes for CUHK empirical IO course

estimating-dynamic-corporate

Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"

estudy2

An Implemintation of Parametric and Nonparametric Event Study

excelling-at-julia-basics-and-beyond

Workshop from Huda Nassar and Jane Herriman for JuliaCon 2019

exdata_plotting1

Plotting Assignment 1 for Exploratory Data Analysis

fall-2020

financial-machine-learning

A curated list of practical financial machine learning (FinML) tools and applications in Python (by @firmai)

getting-and-cleaning-data

git-for-economists

grad-io

Graduate Empirical Industrial Organization

guadagni-little-1983-python

Recreation of a dataset similar to Guadagni and Little 1983, and estimation of the parameters using a custom implementation of mixed logit

hpc-schei-osm2018

indicators.jl

Financial market technical analysis & indicators in Julia

ipeds

R package for interfacing with the Integrated Postsecondary Education System (IPEDS).

ipo-review-chapter

Explanation of IPO data extraction from SDC Platinum, data cleaning and matching with CRSP

ivdoctr

ivdoctr

john-rust-1987-python

Recreation of the "Optimal Replacement of GMC Bus Engines" paper by J. Rust, describing a single-agent dynamic optimization model.

juliaeconomics

Tutorial Scripts for JuliaEconomics.com

labor-economics

introductory course to labor economics on the graduate level

laborcalibrate

Calibration of disutility of labor parameters in overlapping generations model

lectures

Lecture notes for EC 607

lectures-1

Lecture material for Big Data in Economics (EC 410/510)

maps

Repository for all spatial data.

mastering-julia-1.0

Mastering Julia 1.0 by Packt Publishing