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zhan-gao/README.md

Welcome to my Github profile page 👋

I am a Ph.D. student in the Department of Economics, University of Southern California. My research interests are mainly in econometrics.

🔭 I’m currently working on high-dimensional predictive regression models, random coefficient models and panel data models with grouped heterogeneity. Feel free to check my research profile and CV out.

🌱 I'm a R user and maintaining classo and LasForecast.

💬 zhangao [at] usc [dot] edu

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  1. classo classo Public

    A package implements Classifier-Lasso

    R 6 6

  2. LasForecast LasForecast Public

    Time series forecasting with Lasso-type shrinkage methods

    R 12 13

  3. Alasso_Predictive_Regression Alasso_Predictive_Regression Public

    This is the accompanying repository for "On LASSO for Predictive Regression".

    R 4 3

  4. convex_prog_in_econometrics convex_prog_in_econometrics Public

    This is the accompanying repository for "Implementing Convex Optimization in R: Two Econometric Examples"

    R 6 8

  5. BubbleTest BubbleTest Public

    Bubble test based on Phillips, Shi and Yu (2015) and the MultipleBubbles package.

    R 8 8

  6. ccrm ccrm Public

    companion R package for Gao and Pesaran (2023) Identification and estimation of categorical coefficient regression model

    R