arlionn

applied-methods-phd

Repo for Yale Applied Empirical Methods PHD Course

Ghysels-2018-Applied_Economic-R

Applied Economic Forecasting Using Time Series Methods Book by Eric Ghysels and Massimiliano (2018)

BayesianFramework-BMA-Python

A framework for Bayesian model selection (BMS) and Bayesian model Averaging (BMA).

BMP21_data

Data and code for "A review of software for spatial econometrics in R", Bivand, Millo & Piras

Bootstrapping

Code examples from the book

brfeglm

Bias reduced fixed effect generalized linear models

did-1

A Stata package that acts as a wrapper for Callaway and Sant'anna's R did package

did2s_stata

Two-Stage Difference-in-Differences following Gardner (2021)

EventStudyInteract

EventStudyWeights

Stata module that calculates the weights underlying two-way fixed effect event studies

fuma-R

Forecast uncertainty based on model averaging

GaryChamberlainLectureNotes

hdps-1

Implementing high-dimensional propensity score approaches in Stata

HDPS-Diagnostics

Code for graphical tools and sensitivity analyses when applying high-dimensional propensity score analyses

HDPS-Stata-Demo

Example materials for using hdps Stata package

healthinequality-code

Code and results for 'The Association between Income and Life Expectancy in the United States, 2001-2014'

Informality_Taxes_Redistribution

Replication codes for the paper "Informality Consumption Taxes & Redistribution"

lassopack

LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation

mixtape

Data and Program files for Causal Inference: The Mixtape

personalized

Methods for subgroup identification / personalized medicine / individualized treatment rules

productivitygap-replication

Replication do files for "Reevaluating Agricultural Productivity Gaps with Longitudinal Microdata" for Econ270B

replication_repo_methods_matter_comment

Replication of methods matter by Brodeur et al. (2020)

robreg

Stata module providing robust regression estimators

sdpdth

M-estimation for threshold spatial dynamic panel data model

SentimentDictionaries

sumhdfe

Summary and diagnostic information for evaluating within-fixed-effect variation.

Tutorial-club-convergence-regional-price-Indonesia-Harry-Chp2

This tutorial contains R code, data in csv and output for my chapter entitled "Spatial dynamics of consumer price in Indonesia - convergence clubs and conditioning factors".

twowayfeweights

Estimates the weights and the measure of robustness to treatment effect heterogeneity attached to the two-way fixed effects regressions studied in Chaisemartin & D'Haultfoeuille (2018).

WA-ModelEnsemble

Weight Averaging Model Ensemble

xtbreak

Testing and Estimation of structural breaks in Stata