Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
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Updated
Jul 19, 2024 - Python
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
Implementation of Deep IV: A Flexible Approach for Counterfactual Prediction
A Stata module for an instrumental variables correlated random coefficients estimator.
Package for heterogeneous causal effects in the presence of imperfect compliance (e.g., instrumental variables, fuzzy regression discontinuity designs)
Master Degree Coursework: Econometrics I
IV diagnostics package accompanying Lal, Lockhart, Xu, and Zu (2023).
Master Degree Coursework: Econometrics II
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference
Code for ForestIV
R package of useful functions for one-sample Mendelian randomization and instrumental variable analyses
Estimation and inference of a directed acyclic graph with unspecified interventions.
Sabanci University ECON 301 (Econometrics) Problem Set Solutions & Stata Analysis
R functions for g-estimation of structural nested cumulative failure models using (1) confounding adjustment or (2) instrumental variable analysis
Test for weak IV instruments in R.
R package implementing nonparametric bounds for the ACE due to Balke and Pearl, JASA, 1997
Code/Data/Figure for "Nonparametric Instrumental Variable Estimator for Survival Outcomes"
COVID-19 mortality rate (Python). Original empirical study submitted for the Applied Predictive Modeling course during my second semester at HKBU - Master of Science in Data Analytics and Business Economics.
Causal effect of DACA on labor market outcomes. Run difference-in-differences models for immigrants near the criteria cutoffs for DACA eligibility and investigate the causal effect of DACA on labor market outcomes of local residents.
Econometrics research project of children's impact on women's project using STATA coding.
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