Pinned Repositories
4Quadrants
4 Quadrants of Dynamic Optimization
AiyagariHousing
This is the project with Ilja, Luisa and Irene on housing in a heterogeneous agent model.
ARCHModels.jl
A Julia package for estimating ARMA-GARCH models.
Compare-DiD-Estimators
LSMC-Option-Pricing-in-Julia
This repo focuses on LSMC option pricing in Julia
MankiwRomerWeil_Replication_Stat521_Spring2011
R Code to replicate Mankiw, Romer, and Weil (A Contribution to the Empirics of Economic Growth, 1992)
QuantEcon.cheatsheet
A cheatsheet for Python and Julia
Solve_Generic_HJB_KFE
Julia code to solve generic HJBs & KFEs
Viscosity-Solutions-to-HJB-Equations
WrappedR.jl
Wrap some of my favorite R packages in Julia
azev77's Repositories
azev77/Compare-DiD-Estimators
azev77/4Quadrants
4 Quadrants of Dynamic Optimization
azev77/Solve_Generic_HJB_KFE
Julia code to solve generic HJBs & KFEs
azev77/Viscosity-Solutions-to-HJB-Equations
azev77/WrappedR.jl
Wrap some of my favorite R packages in Julia
azev77/AiyagariHousing
This is the project with Ilja, Luisa and Irene on housing in a heterogeneous agent model.
azev77/ARCHModels.jl
A Julia package for estimating ARMA-GARCH models.
azev77/azev77
azev77/azev77.github.io
azev77/Distributions.jl
A Julia package for probability distributions and associated functions.
azev77/doubleml-for-r
DoubleML - Double Machine Learning in R
azev77/Econometrics
Econometrics Codes: Matlab, R, Julia and Python
azev77/ERP
Creates first principal component of many equity risk premium models
azev77/InfiniteOpt.jl
An intuitive modeling interface for infinite-dimensional optimization problems.
azev77/InvariantCausalPrediction.jl
Invariant Causal Prediction in pure Julia
azev77/Julia-Cheat-Sheet
Julia v1.0 Cheat Sheet
azev77/learnxinyminutes-docs
Code documentation written as code! How novel and totally my idea!
azev77/lecture-source-jl
Source files for "Lectures in Quantitative Economics" -- Julia version
azev77/MacroModelling.jl
Macros and functions to work with DSGE models.
azev77/ml-credit
azev77/mlfactor.github.io
Website dedicated to a book on machine learning for factor investing
azev77/RBC_3ways
I solve the RBC model using 3 methods: value function iteration, projection and perturbation.
azev77/simple_models_Julia
Julia codes for "Simple Models and Biased Forecasts," by Pooya Molavi
azev77/SolveDSGE.jl
A Julia package to solve DSGE models
azev77/StateSpaceModels.jl
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
azev77/SynthControl.jl
Synthetic control methods in Julia
azev77/Turing.jl
Bayesian inference with probabilistic programming.
azev77/TuringTutorials
Educational material and tutorials for the Turing language
azev77/www.julialang.org
Julia Project website
azev77/XPA-in-Continuous-Time