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midasmlpy Public
Python implementation of the midasml approach
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learningR Public
Forked from usrbinr/learningRCollections of learnings of how to use R
JavaScript UpdatedJul 7, 2024 -
bootml Public
Tuning-free bootstrap for testing factor regression against factor-augmented sparse alternatives
Fortran UpdatedMar 16, 2024 -
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awesome-causal-inference Public
Forked from matteocourthoud/awesome-causal-inferenceA curated list of causal inference libraries, resources, and applications.
MIT License UpdatedJan 2, 2024 -
CrossSection Public
Forked from OpenSourceAP/CrossSectionCode to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
Stata GNU General Public License v2.0 UpdatedNov 5, 2023 -
midasml Public
midasml package is dedicated to run predictive high-dimensional mixed data sampling models
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causal-text-papers Public
Forked from causaltext/causal-text-papersCurated research at the intersection of causal inference and natural language processing.
UpdatedDec 22, 2022 -
picasso Public
Forked from jasonge27/picassoPenalized Sparse Learning Solver - Unleash the Power of Nonconvex Penalty
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lectures Public
Forked from uo-ec607/lecturesLecture notes for EC 607
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linearmodels Public
Forked from bashtage/linearmodelsAdd linear models including instrumental variable and panel data models that are missing from statsmodels.
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midasr Public
Forked from mpiktas/midasrR package for mixed frequency time series data analysis.
R Other UpdatedFeb 20, 2021 -
Pythia.jl Public
Forked from ababii/Pythia.jlMachine learning time series regressions
Julia MIT License UpdatedJan 26, 2021 -
dynquant Public
dynquant - dynamic quantile regression models: CAViaR (different specifications), MVMQCAViaR, and Mixed Data Sampling versions of these models.
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repec Public
Forked from andrei-dubovik/repecA collection of Python scripts to download RePEc database
Python GNU General Public License v3.0 UpdatedNov 22, 2020 -
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group-lasso Public
Forked from yngvem/group-lassoGroup Lasso implementation following the scikit-learn API
Python MIT License UpdatedApr 26, 2020 -
predicting_bitcoin_market Public
Forked from pratikpv/predicting_bitcoin_marketPredict bitcoin values using recent news and reddit posts
HTML UpdatedJan 29, 2020 -
sqrt_lasso_rcpp Public
Square-root (pivotal) LASSO Rcpp implementation.
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sparse_group_lasso_matlab Public
sparse-group LASSO estimator code translated to matlab from R package "SGL"
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nowcasting Public
Forked from nmecsys/nowcastingR package for Dynamic Factor Models with mixed frequencies and unbalanced panel 📉
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MTL-SGL Public
Forked from InfluenzaSystemsBiology/MTL-SGLMulti-Task Learning Sparse Group Lasso Model
MATLAB UpdatedApr 20, 2019 -
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FactorCopula Public
Forked from hoanguc3m/FactorCopuladynamic factor copula
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