Pinned Repositories
applied-methods-phd
Repo for Yale Applied Empirical Methods PHD Course
applied_metrics
A PhD course in Applied Econometrics and Panel Data
chenfeisun.github.io
A repo for my website
CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
elegant-emacs
A very minimal but elegant emacs (I think)
emacs-starter-kit
A drop-in starter-kit for Emacs 24, aimed at social scientists researching and writing in plain text using some combination of LaTeX, R, ESS, Git, Markdown, and Org-Mode.
example-code
Example code for the book Fluent Python
hawtdawg-all-ears
jupyter-book
Build interactive, publication-quality documents from Jupyter Notebooks
linearmodels
Add linear models including instrumental variable and panel data models that are missing from statsmodels.
chenfeisun's Repositories
chenfeisun/applied-methods-phd
Repo for Yale Applied Empirical Methods PHD Course
chenfeisun/applied_metrics
A PhD course in Applied Econometrics and Panel Data
chenfeisun/chenfeisun.github.io
A repo for my website
chenfeisun/CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
chenfeisun/elegant-emacs
A very minimal but elegant emacs (I think)
chenfeisun/emacs-starter-kit
A drop-in starter-kit for Emacs 24, aimed at social scientists researching and writing in plain text using some combination of LaTeX, R, ESS, Git, Markdown, and Org-Mode.
chenfeisun/example-code
Example code for the book Fluent Python
chenfeisun/hawtdawg-all-ears
chenfeisun/jupyter-book
Build interactive, publication-quality documents from Jupyter Notebooks
chenfeisun/linearmodels
Add linear models including instrumental variable and panel data models that are missing from statsmodels.
chenfeisun/markdown-mode
Emacs Markdown Mode
chenfeisun/MeatPy
Market Empirical Analysis Toolbox for Python
chenfeisun/mostly-harmless-replication
Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.
chenfeisun/QuantEcon.py
A community based Python library for quantitative economics
chenfeisun/redrawing-the-map
Replication Code for "Redrawing the Map of Global Capital Flows" (QJE Forthcoming, 2021)
chenfeisun/sec-cik-mapper
🗺 Generate mappings between SEC identifiers using Python
chenfeisun/sec-edgar-downloader
Download SEC filings from the EDGAR database using Python
chenfeisun/stargazer
Python implementation of the R stargazer multiple regression model creation tool
chenfeisun/SVARIV
This repository contains a Matlab suite to construct weak-instrument robust confidence intervals for impulse response coefficients in Structural Vector Autoregressions identified with an external instrument. See "Inference in Structural Vector Autoregressions identified by an external instrument" by J.L Montiel Olea, J. H. Stock, and M. W. Watson (2018) .
chenfeisun/Trade-Classification-Algorithms
To classify trades into buyer- and seller-initiated.
chenfeisun/tsa-notebooks
Jupyter notebooks on time series econometrics topics.
chenfeisun/working-with-remotes
chenfeisun/wrds
Python Interface for querying WRDS datasets (CRSP, COMPUSTAT)
chenfeisun/wrds2pg
chenfeisun/wrds_pg
Code to get data from WRDS to PostgreSQL