shizelong1985's repositories
-Applied-Econometrics
(Advanced) Applied Econometrics
30-Days-Of-Python
30 days of Python programming challenge is a step-by-step guide to learn the Python programming language in 30 days. This challenge may take more than100 days, follow your own pace. These videos may help too: https://www.youtube.com/channel/UC7PNRuno1rzYPb1xLa4yktw
An-Empirical-Study-of-CAPM
An Empirical Study of Capital Asset Pricing Model based on Chinese A-share Trading Data.
arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
Asset-Pricing-Library-Development
期权定价的相关理论
bsvarSIGNs
Developing an R package for Bayesian Structural VARs identified by sign and narrative restrictions
DDPower
Code Repository for Simulations for DD Power paper How many is enough? Sample Size in Staggered Difference-in-Differences Designs
debiasedQR
Debiasing procedure for L1-penalized quantile regression in high-dimensional sparse models via regression rank-scores
Deep_Learning_For_Dynamic_Econ
Deep Learning for Solving Dynamic Stochastic Model
dynocopula
Regime-switching copula time series
ECON_5314G_Big_Data_Economics
This intermediate applied econometrics course covers the theoretical, computational, and statistical underpinnings of the big data analysis. (first taught at Virginia Tech in 2018)
Economic-Systemic-Risk
Quantifying firm-level economic systemic risk from supply networks
Empirical-Asset-Pricing1
The repository documents the implementation of Portfolio Analysis from 'Empirical asset pricing' using Python
estimating-hank-nn
Estimating Heterogeneous Agent Models With Neural Networks
FDIDTutorial
This repository contains the Python code to estimate the Forward and Augmented DID estimators.
Functional-local-projections
Impacts of monetary policy shocks on inflation and output in New Zealand
goethe-workshop-2024
Code for the Goethe Heterogeneous-Agent Macro Workshop, June 2024
high_dimensional_vector_autoregression
Implementation of High-dimensional vector autoregression time series modeling via tensor decomposition, Di Wang, Yao Zheng, Heng Lian, Guodong Li. Written in JAX.
Identifying-and-exploiting-alpha
Pesaran and Smith (2024),Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
Large-Language-Model-Notebooks-Course
Practical course about Large Language Models.
lmtp
:package: Non-parametric Causal Effects Based on Modified Treatment Policies :crystal_ball:
reinforcement-learning-an-introduction
Python Implementation of Reinforcement Learning: An Introduction
RR-MAR
Reduced-Rank Matrix Autoregressive Models: A Medium Approach
SAS-asset-pricing
some codes related to standard database handling and asset pricing tests
SDFPricing
Asset Pricing with Exogenous Consumption Processes
Stata-for-Empirical-Finance
Tips in stata coding
Tidy_Finance-Chinese_version
资产定价Chinese version of Tidy Finance, translated by Google
wing_model
ORC wing model calibrator and simulator.
Yield-curve-estimation
Estimation of bond yield curves