dazhwu Goto Github PK

adversarial_gmm

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

blp-demand-estimation

Python code for BLP (Berry, Levinsohn and Pakes) method of structural demand estimation using the random-coefficients logit model. Code for estimation of demand and supply-side moment jointly is also provided.

brochure.jl

Julia编程指南

c-lasso

The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Panel Data”

capstone-ii

Patent Citation Network Analysis: Graph Theory

centos-mro-rstudio-opencpu-shiny-server

Latest CENTOS with Rstudio Server, OpenCPU Server and Shiny Server with Microsoft R Open as base R installation

citation-network

Find the citation network from patent data collected from 1976 to 2006.

copent

R package for estimating copula entropy (mutual information) and transfer entropy (conditional independence)

covid-19_us_county-level_summaries

Attempt to find correlation between a region's demographic/economic factors with its ability to manage disease spread

covid19

covid19-mobility

ctsa

A Univariate Time Series Analysis and ARIMA Modeling Package in ANSI C. Updated with SARIMAX and Auto ARIMA.

data-science-ipython-notebooks

Data science Python notebooks: Deep learning (TensorFlow, Theano, Caffe, Keras), scikit-learn, Kaggle, big data (Spark, Hadoop MapReduce, HDFS), matplotlib, pandas, NumPy, SciPy, Python essentials, AWS, and various command lines.

dpm

R package for fitting dynamic panel models with maximum likelihood

econometrics

Code and notebooks for Econometric Theory

econometrics-1

Econometrics lecture notes with examples using the Julia language

epifilter

Optimised estimates of reproduction numbers over time, which extract more information from an incidence curve than many conventional approaches

exubercpp

fluent-python-notes

《流畅的 Python》阅读笔记

gmm-lasso

The scripts for simulation results in "Estimation of Sparse Structural Parameters with Many Endogenous Variables" (2016), Econometric Reviews.

gmm_from_-scratch

Generalized Method of Moments--from scratch

granger_causality

GC Paper

grocery_of_r

A Grocery of R

housing-market

housing_data

ibm-machine-learning-professional-certificate

Machine Learning, Time Series & Survival Analysis. Develop working skills in the main areas of Machine Learning: Supervised Learning, Unsupervised Learning, Deep Learning, and Reinforcement Learning. Also gain practice in specialized topics such as Time Series Analysis and Survival Analysis.

inet

Quantlets for Project INET

influencer

Software tools to quantify structural importance of nodes in a network

juliacoursenotebooks

Jupyter notebooks for the Julia Scientific Programming course on Coursera

juliadatasysimagemaker

Create a Data Analysis Sysimage to speed up data munging / plots / etc