Beast code in Giters

Alexander Torgovitsky's repositories

ivcrc

A Stata module for an instrumental variables correlated random coefficients estimator.

Language:StataMIT6 3 2

Replication for three papers: (i) Mogstad, Santos, and Torgovitsky (2018, Econometrica), (ii) Mogstad and Torgovitsky (2018, Annual Review of Economics) and (iii) Mogstad, Torgovitsky, and Walters (2021)

Language:JuliaMIT2 10

pies

Replication files for "Partial Identification by Extending Subdistributions"

Language:MATLABMIT200

MarginalTreatmentEffectsWithMultipleInstruments.jl

Replication package for Mogstad, Torgovitsky, and Walters (2021, "Policy Evaluation with Multiple Instrumental Variables")

Language:JuliaMIT1 10

statedep

Replication files for "Nonparametric Inference on State Dependence in Unemployment"

Language:StataGPL-3.01 20

CovarianceMatrices.jl

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation for Julia.

Language:JuliaNOASSERTION000

FangSantosShaikhTorgovitsky.jl

Replication code for the Monte Carlo simulations in Fang, Santos, Shaikh, Torgovitsky

Language:JuliaMIT000

ivmte

An R package for implementing the method in Mogstad, Santos, and Torgovitsky (2018, Econometrica).

Language:RGPL-3.0000

JuMP.jl

Modeling language for Mathematical Optimization (linear, mixed-integer, conic, semidefinite, nonlinear)