Python Tutorial
The tutorial provides an introduction into the programming language Python and shows how data management, visualization and analysis can be conducted. It also covers topics in econometrics and statistical analysis. Code
Python Tutorial
The tutorial provides an introduction into the programming language Python and shows how data management, visualization and analysis can be conducted. It also covers topics in econometrics and statistical analysis. Code
Code for Published Papers:
"Inference for Local Projections" (with Atsushi Inoue and Oscar Jorda). Code
“Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited” Stand Alone Code, Readme Stand Alone, Replication Code and Data-Matlab, Replication Code and Data-Propensity Score Stata
“Kernel Weighted GMM Estimators for Linear Time Series Models.” Matlab_code Mathematica_code
“Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score” Code/Data Instructions
“Constructing Optimal Instruments by First Stage Prediction Averaging” Matlab_code Ox code
“Difference in Difference meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests” Code
Code for Working Papers:
Efficient Peer Effects Estimators with Random Group Effects”, Stata Code
“Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity” Monte Carlo Code, Extended Monte Carlo Code, Standalone Code