Pinned Repositories
behavioral_heterogeneity
Replication data and code for "Structural Estimation of Behavioral Heterogeneity"
Boosted_HP_filter
Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"
C-Lasso
The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Panel Data”
Econ5121A
Econ5121A@CUHK. This is an open-source writing project.
Econ5150
Econ5150@CUHK
econ5170
Econ5170@CUHK: Computational Methods in Economics (2020 Spring).
Econ5821
Econ5821 2024
econ_data_science
Econ5821@CUHK
Econ_prob
Summer preparatory course
panel-local-projection
Code for half-panel jackknife in panel local projection
zhentaoshi's Repositories
zhentaoshi/econ5170
Econ5170@CUHK: Computational Methods in Economics (2020 Spring).
zhentaoshi/Econ5121A
Econ5121A@CUHK. This is an open-source writing project.
zhentaoshi/Boosted_HP_filter
Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"
zhentaoshi/C-Lasso
The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Panel Data”
zhentaoshi/econ_data_science
Econ5821@CUHK
zhentaoshi/behavioral_heterogeneity
Replication data and code for "Structural Estimation of Behavioral Heterogeneity"
zhentaoshi/Econ5821
Econ5821 2024
zhentaoshi/Econ5150
Econ5150@CUHK
zhentaoshi/Econ_prob
Summer preparatory course
zhentaoshi/metrics1-cn
https://zhentaoshi.github.io/metrics1-cn/
zhentaoshi/bHP_R_pkg
packages for Peter Phillips and Zhentao Shi (2021): "Boosting the Hodrick-Prescott Filter".
zhentaoshi/panel-local-projection
Code for half-panel jackknife in panel local projection
zhentaoshi/fsPDA
R package and replication files for Forward-Selected Panel Data Approach (Shi and Huang, 2021)
zhentaoshi/Econ_data_sci_python
zhentaoshi/MSc-notes
CUHK Econ 5121BC lecture notes
zhentaoshi/academicpages.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
zhentaoshi/convex_prog_in_econometrics
This is the accompanying repository for "Implementation Convex Optimization in R: Two Econometric Examples"
zhentaoshi/REL
Demonstration for "Econometric Estimation with High-Dimensional Moment Equalities" (2016).
zhentaoshi/L2Relax
zhentaoshi/clean_codespace
zhentaoshi/coding-for-economists
This repository hosts the code behind the online book, Coding for Economists.
zhentaoshi/econometrics
Code and notebooks for Econometric Theory
zhentaoshi/ElegantBook
Elegant LaTeX Template for Books
zhentaoshi/mro-docker
Docker image for Microsoft R Open
zhentaoshi/py4fi
Python for Finance (O'Reilly)
zhentaoshi/zhentaoshi