SMM for project "Destructive Innovations and Productivity Gap" (with Yang Ming)
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Updated
Apr 14, 2020 - Julia
SMM for project "Destructive Innovations and Productivity Gap" (with Yang Ming)
Econometrics lecture notes with examples using the Julia language
A Julia package for estimating static factor models
Ordered logit and probit models
(Boosted) Hodrick-Prescott Filter implemented as Julia package
Framework for indirect likelihood estimation.
julia implementation of Synthetic Control estimation
This package contains the Data Sets used in the Introductory Econometrics by Jeffrey Wooldridge
Discrete choice modeling and estimation in Julia.
Base package for DiffinDiffs.jl
A Julia interface for retrieving data from the International Monetary Fund (IMF).
Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. International Journal of Forecasting, 35(3), pp.823-835
Quantitative risk and performance analysis package for financial time series powered by the Julia language.
Unobserved Effects Models (Panel Data Econometrics) -> For Beta Test
Julia package for simulating and estimating multi-level/hierarchical dynamic factor models (HDFMs).
Confidence bands for simultaneous statistical inference
Essential toolkits for working with autoregressive models
julia implementation of Smooth Local Projections (SLP)
A minimal regression library for Julia
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