azev77's repositories
QuantEcon.cheatsheet
A cheatsheet for Python and Julia
Radio_Free_Julia
I take Matlab code from well known economists and rewrite it in Julia.
spec_chart
Generate a specification chart in base R (with reproducible example)
XGBoostLSS
An extension of XGBoost to probabilistic forecasting
LSMC-Option-Pricing-in-Julia
This repo focuses on LSMC option pricing in Julia
MankiwRomerWeil_Replication_Stat521_Spring2011
R Code to replicate Mankiw, Romer, and Weil (A Contribution to the Empirics of Economic Growth, 1992)
CLMMJuliaPythonMatlab
Codes to accompany the paper "Matlab, Python, Julia: What to Choose in Economics?" by Chase Coleman, Spencer Lyon, Lilia Maliar, and Serguei Maliar
DistributionalForecasts.jl
Code accompanying the Anatolyev, S. and BarunĂk, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. International Journal of Forecasting, 35(3), pp.823-835
emh
An R Package for testing the Efficient Market Hypothesis