Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.
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Updated
Oct 2, 2022 - Stata
Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.
This repository summarizes the traditional and recently proposed estimators in the difference-in-differences research design.
Popular Econometrics content with code; Simple Linear Regression, Multiple Linear Regression, OLS, Event Study including Time Series Analysis, Fixed Effects and Random Effects Regressions for Panel Data, Heckman_2_Step for selection bias, Hausman Wu test for Endogeneity in Python, R, and STATA.
Profiling Compliers and Non-compliers for Instrumental Variable Analysis
A replication of Marvell and Moody's economics experiment measuring impact of gun ownership on crime rates, using percent suicides by gun, gun manufacturing, and survey data as proxies for gun ownership. Data set included.
A Stata package for assessing sensitivity to the unconfoundedness assumption
Master Degree Coursework: Econometrics I
Open source repository for user-written ado files
A Stata Package for Regression Sensitivity Analysis
Replication code continuing updates to Michler, J.D., Josephson, A., Kilic, T., and Murray, S. (2021). "Estimating the Impact of Weather on Agriculture." World Bank Policy Research Working Paper, No. 9867.
A Stata module for an instrumental variables correlated random coefficients estimator.
Generates point estimates and standard errors of percentiles/means for variables in the Survey of Consumer Finances (SCF).
Stata implementation of the Athey and Imbens (2006) Changes-in-Changes model
This repository includes Stata coding for matching estimations, especially propensity score matching.
A Stata program for backtesting forecast
This repository introduces the event study model.
Master Degree Coursework: Econometrics II
Assemble a panel dataset of U.S. fixed broadband and demographic data from Dec. 2014 - Dec. 2019. Replicate the results of Kotrous and Bailey, "Broadband Speeds in Fibered US Markets," Journal of Information Policy.
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