shizelong1985 Goto Github PK

defaultable-debt

Aguiar, Mark, Manuel Amador, and Gita Gopinath(2009): “Investment Cycles and Sovereign Debt Overhang,” Review of Economic Studies, 76(1): 1-31

demand_asset_pricing

demographictransitionolg

Example of demographic transition in OLG model

detzel-novy-marx-velikov

交易成本下的因子模型检验Replication code for Detzel, Novy-Marx, and Velikov (2022), Model Comparison with Transaction Costs.

dffm

R-package accompanying the paper "Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction"

dfm

Dynamic Factor Models for R

dge-cred

dgnn-pytorch

Unofficial PyTorch implementation of the CVPR'19 paper "Skeleton-Based Action Recognition with Directed Graph Neural Networks".

did

Keeping track of what is going on with the latest DiD innovations.

did-1

Difference in Differences with Multiple Periods and Variation in Treatment Timing

did2s

Two-stage Difference-in-Differences package following Gardner (2021)

did2s_stata

Two-Stage Difference-in-Differences following Gardner (2021)

did_compare

R-code to compare some staggered did methods

did_imputation

Event studies: robust and efficient estimation, testing, and plotting

did_reading_group

Code snippets from DiD Reading Group meetings

didimputation

Difference-in-differences Imputation-based Estimator proposed by Borusyak, Jaravel, and Spiess (2021)

digcn

Implement of DiGCN, NeurIPS-2020

digitaleconomydecisionanalytics

dimensionreduction

Short course on dimension reduction for AMSI

divergencemodelr

Pricing and estimation algorithms for affine jump diffusion models for divergence contracts (see Schneider and Trojani, ``Divergence and the Price of Uncertainty'')

dividend_strip

Contains data and documentation for paper: "Valuing Private Equity Investments Strip by Strip" with Arpit Gupta and Stijn Van Nieuwerburgh

dlsa-public

Deep Learning Statistical Arbitrage

dlut-beamer-slide-v2

✨新版大连理工Beamer主题 ✨一份简约现代的beamer模板 / PPT杀手 / 学术范入门

dnn_abc

Approximate Bayesian computation with deep learning. A deep neural network inference with an rejection criterion.

dnqm

This folder contains the R codes of Monte Carlo Simulation and empirical analysis in the paper "Dynamic Network Quantile Model"

doing-applied-research

Doing Applied Economics Research Mixtape Track

dosportfolio

Dynamic (Optimal) shrinkage of portfolios!

doubleml-for-r

DoubleML - Double Machine Learning in R

drdid

Doubly Robust Difference-in-Differences Estimators

drips.m

Replication codes for Afrouzi and Yang (2019): "Dynamic Rational Inattention and the Phillips Curve"