Pinned Repositories
applied_metrics
A PhD course in Applied Econometrics and Panel Data
awesome-causal-inference
A curated list of causal inference libraries, resources, and applications.
Blog-Posts
Code and notebooks for my Medium blog posts
BootCamp2018
Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSM Lab Boot Camp 2018
causal-inference-in-python-code
Code for the Book Causal Inference in Python
CausalPy
A Python package for causal inference in quasi-experimental settings
Demand-Estimation
Demand Estimation taught by Jeff Gortmaker and Ariel Pakes
ivDiag
IV diagnostics package accompanying Lal, Lockhart, Xu, and Zu (2023).
pyfixest
Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax
TSCB-CCV
Two-Stage Cluster Bootstrap and Causal Cluster Variance for Stata
Jayhyung's Repositories
Jayhyung/CausalPy
A Python package for causal inference in quasi-experimental settings
Jayhyung/Demand-Estimation
Demand Estimation taught by Jeff Gortmaker and Ariel Pakes
Jayhyung/ivDiag
IV diagnostics package accompanying Lal, Lockhart, Xu, and Zu (2023).
Jayhyung/pyfixest
Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax
Jayhyung/TSCB-CCV
Two-Stage Cluster Bootstrap and Causal Cluster Variance for Stata
Jayhyung/applied_metrics
A PhD course in Applied Econometrics and Panel Data
Jayhyung/awesome-causal-inference
A curated list of causal inference libraries, resources, and applications.
Jayhyung/Blog-Posts
Code and notebooks for my Medium blog posts
Jayhyung/causal-inference-in-python-code
Code for the Book Causal Inference in Python
Jayhyung/Causal-Inference-1
Causal Inference 1 Mixtape Session taught by Scott Cunningham
Jayhyung/Causal-Inference-2
Causal Inference II Mixtape Session taught by Scott Cunningham
Jayhyung/causalinference_crashcourse
Causal Inference Crash Course for Scientists - contains slides and Jupyter notebooks
Jayhyung/causalml
Uplift modeling and causal inference with machine learning algorithms
Jayhyung/clubSandwich
Cluster-robust (sandwich) variance estimators with small-sample corrections
Jayhyung/Detecting-Option-Price-Deviation-using-Kalman-Filtering
In this repo, I use State Space Representation and Kalman Filtering technique to detect arbitrage opportunity in option price. In the first step, I formulate state space representation of option and stock price. Updates will be made soon.
Jayhyung/duckreg
Every big regression is a small regression with weights.
Jayhyung/Event-Study-Graphs
Jayhyung/Experimentation-platform-materials
실험 플랫폼에 대한 자료를 정리한 저장소입니다.
Jayhyung/Heterogeneous-Effects
Machine Learning and Heterogeneous Effects taught by Brigham Frandsen
Jayhyung/lapack
LAPACK development repository
Jayhyung/Machine-Learning
Machine Learning and Causal Inference taught by Brigham Frandsen
Jayhyung/Meta_learner-for-Causal-ML
This repository provides R-code for the estimation of the conditional average treatment effect (CATE) using machine learning (ML) methods.
Jayhyung/mipfp
Multidimensional Iterative Proportional Fitting and Alternative Models
Jayhyung/ML-Tools-summary
A Collection of Cheatsheets, Books, Questions, and Portfolio For DS/ML Interview Prep
Jayhyung/nlopt
library for nonlinear optimization, wrapping many algorithms for global and local, constrained or unconstrained, optimization
Jayhyung/oce-dataset
Datasets for Online Controlled Experiments
Jayhyung/Option_Pricing_ELS_replication_Samsung
In this repo, I describe how to compute the Equity Linked Security product developed by Samsung Security
Jayhyung/OSM2018
Jayhyung/python-bureau-economic-analysis-api-client
A Python API client used to pull and retrieve data from the US Bureau of Economic Analysis
Jayhyung/staggered_did
Stata scripts running recent staggered DID estimators on simulated dataset