azev77's repositories
4Quadrants
4 Quadrants of Dynamic Optimization
Solve_Generic_HJB_KFE
Julia code to solve generic HJBs & KFEs
WrappedR.jl
Wrap some of my favorite R packages in Julia
AiyagariHousing
This is the project with Ilja, Luisa and Irene on housing in a heterogeneous agent model.
ARCHModels.jl
A Julia package for estimating ARMA-GARCH models.
Distributions.jl
A Julia package for probability distributions and associated functions.
doubleml-for-r
DoubleML - Double Machine Learning in R
Econometrics
Econometrics Codes: Matlab, R, Julia and Python
ERP
Creates first principal component of many equity risk premium models
InfiniteOpt.jl
An intuitive modeling interface for infinite-dimensional optimization problems.
InvariantCausalPrediction.jl
Invariant Causal Prediction in pure Julia
Julia-Cheat-Sheet
Julia v1.0 Cheat Sheet
learnxinyminutes-docs
Code documentation written as code! How novel and totally my idea!
lecture-source-jl
Source files for "Lectures in Quantitative Economics" -- Julia version
MacroModelling.jl
Macros and functions to work with DSGE models.
mlfactor.github.io
Website dedicated to a book on machine learning for factor investing
RBC_3ways
I solve the RBC model using 3 methods: value function iteration, projection and perturbation.
simple_models_Julia
Julia codes for "Simple Models and Biased Forecasts," by Pooya Molavi
SolveDSGE.jl
A Julia package to solve DSGE models
StateSpaceModels.jl
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
SynthControl.jl
Synthetic control methods in Julia
Turing.jl
Bayesian inference with probabilistic programming.
TuringTutorials
Educational material and tutorials for the Turing language
www.julialang.org
Julia Project website