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Keras-to-predict-host-rating
Keras-to-predict-host-rating PublicUsing Keras to predict the ratings of airbnb hosts. This is a simple demonstration of using keras.
Jupyter Notebook 1
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Hirano-Imbens-2004
Hirano-Imbens-2004 PublicThis 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
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monte-carlo-integration
monte-carlo-integration PublicThis 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
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logistic-regression-from-scratch
logistic-regression-from-scratch PublicThis 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…
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machine_learning_methods_for_demand_estimation
machine_learning_methods_for_demand_estimation PublicThis 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.
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Vector-Auto-Regression
Vector-Auto-Regression PublicThis 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 …
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