Bacon-Goodman decomposition for differences-in-differences with variation in treatment timing.
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Sep 14, 2021 - Jupyter Notebook
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applied-econometrics
Here are 6 public repositories matching this topic...
A repository to explore the concepts of applied econometrics in the context of financial time-series.
statistics financial econometrics cointegration multivariate-regression timeseries-analysis univariate timeseries-forecasting garch-models applied-econometrics
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Feb 10, 2020 - Jupyter Notebook
Simulation Methods in Econometrics: Theory and Applications in MATLAB is an open-source textbook that aims to bridge the gap between econometric theory and the practical use of simulation techniques. It emphasizes intuition, reproducibility, and accessibility.
bootstrap estimation econometrics monte-carlo-simulation numerical-methods markov-chain-monte-carlo asymptotics importance-sampling statistical-modeling sampling-distribution indirect-inference simulated-method-of-moments econometrics-graduate-course matlab-code teaching-material quasi-random-generator applied-econometrics simulation-methods econometrics-exercices mathworks-matlab
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Feb 25, 2026 - MATLAB
R package that implements semiparametric binary response models in Klein and Spady (1993), built upon Rcpp along with OpenMP.
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Oct 22, 2021 - R
Text-based measurement of AI investment and labor demand using 120K+ LinkedIn job postings. Combines NLP embedding models with econometric analysis (OLS, Negative Binomial) to examine how AI exposure relates to wages and job engagement. Framework for scalable, real-time AI intensity measurement.
artificial-intelligence econometrics computational-social-science applied-econometrics labor-economics quantitative-research online-labor-markets labor-markets finance-research job-postings ai-investment employment-data economics-research industry-analysis ai-measurement ai-exposure empirical-economics firm-level-analysis wage-analysis
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Mar 30, 2026 - Jupyter Notebook
Applied econometrics in R: OLS, Probit & DiD (panel data) to estimate the impact of sales meetings on savings.
r impact-evaluations banking econometrics ols savings ols-regression causal-inference panel-data fixed-effects probit difference-in-differences impact-evaluation applied-econometrics panel-data-analysis
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Feb 26, 2026 - R
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