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  1. Keras-to-predict-host-rating Keras-to-predict-host-rating Public

    Using Keras to predict the ratings of airbnb hosts. This is a simple demonstration of using keras.

    Jupyter Notebook 1

  2. Hirano-Imbens-2004 Hirano-Imbens-2004 Public

    This is a demonstration of how we can implement Hirano-Imbens (2004) model for estimating Average Dose Response Function under Normally distributed continuous treatment.

    Jupyter Notebook 2

  3. monte-carlo-integration monte-carlo-integration Public

    This is a sample code to show how Monte-Carlo integration work. The function used in this demonstration is from Cameron and Trivedi's Econometrics book. This is written as an OOP style.

    Jupyter Notebook 1

  4. logistic-regression-from-scratch logistic-regression-from-scratch Public

    This is a demonstration of the logistic regression. In this code, I show how the likelihood of the logistic regression in constructed and use gradient descent to optimize the objective function. Fi…

    Jupyter Notebook 1 1

  5. machine_learning_methods_for_demand_estimation machine_learning_methods_for_demand_estimation Public

    This is a presentation I gave to the Econometrics IV class. I described a paper by Patrick Bajari and coauthors. I also described some of the methods the applied in simple terms.

  6. Vector-Auto-Regression Vector-Auto-Regression Public

    This code is a demonstration of how to implement a VAR model. I estimate the VAR coefficients and then compare those with the results from a statsmodels package. The results are identical. This is …

    Jupyter Notebook 2 1