shizelong1985 Goto Github PK

impact-of-political-regime-shifts-on-value-and-momentum

incremental-efficient-frontier

info-policy-surprises

Here you can download the high-frequency instruments for monetary policy and information of Miranda-Agrippino and Ricco (2021), extended to 2015:12.

information-theoretic-sdfs

R Code to extract "information theoretic" SDFs from Asset Pricing Theory

infotrad

:exclamation: This is a read-only mirror of the CRAN R package repository. InfoTrad — Calculates the Probability of Informed Trading (PIN)

innovation-efficiency-and-return-predictability

instrumental-variables

Instrumental Variables Mixtape Track

intangiblevalue

intermediate-macro

This repository contains all the material for a one-semester intermediate-macro course. No textbook required.

intro_bayesian_causal

Repository for Introduction to Bayesian Estimation of Causal Effects

introcausality

Class materials for "Economics, Causality, and Analytics"

introduction-to-dsge

Bayesian Estimation of DSGE Models from Pf. Frank Schorfheide in University of Pennsylvania

introduction_to_ml_with_python

Notebooks and code for the book "Introduction to Machine Learning with Python"

intror

这是一本中文 R 语言入门书，基于最新 tidyverse 包。

investment-under-uncertainty

In this repository you can find programs (in MATLAB) to replicate the results showing in the book: Dixit, A. K., Dixit, R. K., & Pindyck, R. S. (1994). Investment under uncertainty. Princeton university press. These programs can be used to evaluated capital investment decisions taking account of the irreversibility and uncertainty of economic environment. The optimization problem is developed in continuous time (Hamilton-Jacobi-Bellman equation) and the uncertainty is modeled with a Brownian motion process.

ip2019

ipca

Instrumented Principal Components Analysis

irp

Intermediary risk premium

jbf2022_funds

jfe_did

This repo contains the code to replicate the analyses in Baker, Larcker, Wang.

jiagu

Jiagu深度学习自然语言处理工具 中文分词 词性标注 命名实体识别 情感分析 知识图谱关系抽取 新词发现 关键词 文本摘要

jieba

结巴中文分词

jle_2020_replication

Replication files for "The Effects of Land Redistribution: Evidence from the French Revolution" published in the Journal of Law and Economics, 2020

jointghs

Joint graphical horseshoe for multiple network inferce with shared information

jostars

jump_tests

Collection of code for detection and modeling of jumps (WIP)

jumpdetectr

Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data

k-expectile

kec

kr_example

Kernel Ridge (KR) Regression for Discount Curve Estimation