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RBC Model with Investment Adjustment Costs - Efficiency Comparison
Implementation of BERT in R
Regresssion Discontinuity in R
Rational expectations solutions under structural change
Replication files for the paper "Forecasting US recessions: The role of sentiment".
Repository to the paper "Recovering Missing Firm Characteristics with Attention-based Machine Learning" by Heiner Beckmeyer and Timo Wiedemann
Replication codes for Piecewise-linear Approximations and Filtering for DSGE Models with Occasionally-Binding Constraints
Econ 722, Spring 2020, UPenn
REGAIN (Regularised Graphical Inference)
Replicate Barberis, Jin, and Wang (2021)
Replicate Post Earnings Announcement Drift (PEAD)
Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors
Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2020
original paper: Chang, Neng-Chieh. "Double/debiased machine learning for difference-in-differences models." The Econometrics Journal 23.2 (2020): 177-191
Empirical Asset Pricing with Individual Stocks on the JSE: Betas Versus Characteristics
Replication files for Chernozhukov, Newey, Quintas-Martínez and Syrgkanis (2021) "RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests"
Solution and estimation of Markov Switching Rational Expectations / DSGE Models
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Routines to compute the risky steady state of a model using Dynare structure
Gathering material for a survey paper in RL finance
Implementation of the robust Bayesian synthetic likelihood method of https://arxiv.org/abs/1904.04551 for some examples
Regression and other stories R examples
DML with regularized Riesz representers
微信公众号 RStata|我的 R 语言工具包~
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Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
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Open source projects and samples from Microsoft.
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Data-Driven Documents codes.
China tencent open source team.