metrics-hi-lab

Econometrics research

Hong Kong SAR

Pinned Repositories

Beijing-housing-prediction
Language:R0 0 00
Boosted_HP_App
Shinny app for the boosted HP filter (Phillips and Shi, 2021)
Language:R1 0 01
GMM-Lasso
The scripts for simulation results in "Estimation of Sparse Structural Parameters with Many Endogenous Variables" (2016), Econometric Reviews.
Language:R6 2 09
manual
Manual for lab members
Language:TeX0 4 01
many_IV_est_compare
This project compares the finite-sample performance of estimators the linear IV model with many IVs.
Language:Matlab1 1 04
metricshilab.github.io
web page for this github organization
Language:HTML00

metrics-hi-lab's Repositories

metricshilab/GMM-Lasso
The scripts for simulation results in "Estimation of Sparse Structural Parameters with Many Endogenous Variables" (2016), Econometric Reviews.
Language:R6 2 09
metricshilab/Boosted_HP_App
Shinny app for the boosted HP filter (Phillips and Shi, 2021)
Language:R1 0 01
metricshilab/many_IV_est_compare
This project compares the finite-sample performance of estimators the linear IV model with many IVs.
Language:Matlab1 1 04
metricshilab/Beijing-housing-prediction
Language:R0 0 00
metricshilab/manual
Manual for lab members
Language:TeX0 4 01
metricshilab/metricshilab.github.io
web page for this github organization
Language:HTML00