zhentaoshi

econ5170

Econ5170@CUHK: Computational Methods in Economics (2020 Spring).

Econ5121A

Econ5121A@CUHK. This is an open-source writing project.

Boosted_HP_filter

Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"

C-Lasso

The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Panel Data”

econ_data_science

Econ5821@CUHK

behavioral_heterogeneity

Replication data and code for "Structural Estimation of Behavioral Heterogeneity"

Econ5150

Econ5150@CUHK

Econ_prob

Summer preparatory course

bHP_R_pkg

packages for Peter Phillips and Zhentao Shi (2021): "Boosting the Hodrick-Prescott Filter".

Econ5821

Econ5821 2023

panel-local-projection

Code for half-panel jackknife in panel local projection

fsPDA

R package and replication files for Forward-Selected Panel Data Approach (Shi and Huang, 2021)

Econ_data_sci_python

metrics1-cn

https://zhentaoshi.github.io/metrics1-cn/

MSc-notes

CUHK Econ 5121BC lecture notes

convex_prog_in_econometrics

This is the accompanying repository for "Implementation Convex Optimization in R: Two Econometric Examples"

REL

Demonstration for "Econometric Estimation with High-Dimensional Moment Equalities" (2016).

L2Relax

academicpages.github.io

Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes

clean_codespace

coding-for-economists

This repository hosts the code behind the online book, Coding for Economists.

CUFE_ds

Economic Data Science at CUFE 2023

econometrics

Code and notebooks for Econometric Theory

ElegantBook

Elegant LaTeX Template for Books

mro-docker

Docker image for Microsoft R Open

py4fi

Python for Finance (O'Reilly)

zhentaoshi