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applied-methods-phd

Repo for Yale Applied Empirical Methods PHD Course

applied_metrics

A PhD course in Applied Econometrics and Panel Data

chenfeisun.github.io

A repo for my website

crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

elegant-emacs

A very minimal but elegant emacs (I think)

emacs-starter-kit

A drop-in starter-kit for Emacs 24, aimed at social scientists researching and writing in plain text using some combination of LaTeX, R, ESS, Git, Markdown, and Org-Mode.

example-code

Example code for the book Fluent Python

hawtdawg-all-ears

jupyter-book

Build interactive, publication-quality documents from Jupyter Notebooks

linearmodels

Add linear models including instrumental variable and panel data models that are missing from statsmodels.

markdown-mode

Emacs Markdown Mode

meatpy

Market Empirical Analysis Toolbox for Python

mostly-harmless-replication

Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.

quantecon.py

A community based Python library for quantitative economics

redrawing-the-map

Replication Code for "Redrawing the Map of Global Capital Flows" (QJE Forthcoming, 2021)

sec-cik-mapper

🗺 Generate mappings between SEC identifiers using Python

sec-edgar-downloader

Download SEC filings from the EDGAR database using Python

stargazer

Python implementation of the R stargazer multiple regression model creation tool

svariv

This repository contains a Matlab suite to construct weak-instrument robust confidence intervals for impulse response coefficients in Structural Vector Autoregressions identified with an external instrument. See "Inference in Structural Vector Autoregressions identified by an external instrument" by J.L Montiel Olea, J. H. Stock, and M. W. Watson (2018) .

trade-classification-algorithms

To classify trades into buyer- and seller-initiated.

tsa-notebooks

Jupyter notebooks on time series econometrics topics.

working-with-remotes

wrds

Python Interface for querying WRDS datasets (CRSP, COMPUSTAT)

wrds2pg

wrds_pg

Code to get data from WRDS to PostgreSQL