/Econometric-Utils

A repository of useful "handmade" functions for econometric analysis.

Primary LanguageR

About Econometric-Utils

A repository of useful "handmade" functions for econometric analysis. Most of these functions come from courses in gradaute econometrics and statistics that require handwriting all "high-level" functions, i.e. maximum liklihood estimations, GMM, instrumental variable regressions, demeaning, propensity score matching etc.

Notice, this is a work in progress and I will continually add to this as I write new functions and rediscover old functions that I have written.

Mistakes?

All mistakes are my own. Feel free to make a pull request or email me at aboyarsky@uchicago.edu if you notice anything.