shizelong1985 Goto Github PK

shu2019endogenous_public

Replication Code for Shu, Chong 2019 "Endogenous Risk-Exposure and Systemic Instability"

sieve

skggm

Scikit-learn compatible estimation of general graphical models

smart-beta-portfolio-optimization

Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights..

smc

Econ 722, Spring 2020, UPenn

smltar

Manuscript of the book "Supervised Machine Learning for Text Analysis in R" by Emil Hvitfeldt and Julia Silge

smm.jl

Simulated Method of Moments for Julia

sne-tsne

The codes for Stochastic Neighbor Embedding (SNE), t-SNE, and their variants.

snm

indirect likelihood using simulated neural moments

social-distancing

Replication Code for "How Effective Is Social Distancing?"

solvedsge.jl

A Julia package to solve DSGE models

sparse-causality-table

Computes causality measure for high dimensional data, using BigVAR package.

sparsegrids_in_econ_handbook

sparsevar

R package for sparse VAR estimation

spatial_did

A repository for code for spatial DID on my research work.

spatialrdd

SpatialRDD

spatialrf

R package to fit spatial models with Random Forest

spgarch-bma

Code for Semiparametric GARCH via Bayesian Model Averaging

spge_numerical_course

spqr

Penalized Kernel Quantile Regression for Varying Coefficient Models

spring-2020

Spring 2020 AEM 7130: Dynamic Optimization/Computational Methods

spsur

:exclamation: This is a read-only mirror of the CRAN R package repository. spsur — Spatial Seemingly Unrelated Regression Models. Homepage: https://CRAN.R-project.org/package=spsur Report bugs for this package: https://github.com/rominsal/spsur/issues

spsur-1

Spatial Seemingly Unrelated Regressions

srgcnn

Spatial regression graph convolutional neural networks: Spatial regression analysis conducted in the manner of graph convolutional neural network. Two versions of SRGCNN model are provided in the initial post: a) global regression model (SRGCNN) and b) geographically weighted regression model (SRGCNN-GW)

ssvs_var

Code for the paper Korobilis, D. (2008). “Forecasting in Vector Autoregressions with Many Predictors”, Advances in Econometrics, 23, 403-431.

staggered_adoption_synthdid

Code to incorporate staggered treatment adoption (based on appendix from Arkhangelsky et al. 2021) into synthdid package

starter-hugo-academic

🎓 Hugo Academic Theme 创建一个学术网站. Easily create a beautiful academic résumé or educational website using Hugo, GitHub, and Netlify.

stata-latex-workflows

Stata Workflows for LaTeX Output

stata_blogs

Stata连享会推文集锦

statespacer

statespacer: State Space Modelling in R