Pinned Repositories
airline-entry-model
This is the project to estimate the entry game among airlines in US (based on the paper of Berry, 1992). The applied methods are Maximum Likelihood Estimator + Simulations
atom-assignments
All assignments of DATAcracy ATOM Open class, which is free and aims to democratize Data Skills for Everyone. The skills includes end-to-end of a simple and small scale data solutions.
credit-model-tree
By the data set from 'Give Me Some Credit' (2012), this work is to use it to illustrate some useful techniques in Credit Scoring Modelling, namely: GLM, SMOTE, CARET, CHAID, and MOB.
dataCRACY
Contents of DATAcracy program: (i) Big-O: public data literacy & awareness; (ii) ATOM: free-open class of data
insurance-econometrics
Estimate the frequency and severity of claims to compute prior and posterior premiums. The GLM method is used with Poisson, Negative Binomial, Gamma, and Log-Norm Distribution.
non-parametric-econometrics
This is the R code for several common non-parametric methods (kernel est., mean regression, quantile regression, boostraps) with both practical applications on data and simulations
nowcasting-google-queries
Replicate the results of nowcasting housing sales by Google Queries, using Bayesian Structural Time-Series Model (Choi & Varian, 2009, 2012).
panel-fixedeffect-randomeffect
Using Fixed Effect, Random Effect and Hausman Taylor IV to estimate the impacts on wage
volatility-garch-VaR
Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
analytics-training-samples
Notebooks and code samples for analytics flipped-learning tutorials. This codified my enthusiasm for continuous learning, exploring, and refining my mindset, skillet, toolset as a data practitioner.
anhdanggit's Repositories
anhdanggit/BLP-Python
BLP-Python provides an implementation of random coefficient logit model of Berry, Levinsohn and Pakes (1995)
anhdanggit/energy-technology
This is an application of Python to analyse the energy, technologies and GDP of Top 15 countries in Energy Engineering
anhdanggit/fars
Functions to summarize fatal accidents datasets in 2013-15 (30,000+ obs./year) and plot the locations on state maps. Data Source: US National Highway Traffic Safety Administration's Data
anhdanggit/short_courses
Instructional materials for econometrics short courses
anhdanggit/stat-learning
Notes and exercise attempts for "An Introduction to Statistical Learning"