Pinned

1. Econ5121A

   Econ5121A@CUHK. This is an open-source writing project.

   Jupyter Notebook 29 35

2. econ5170

   Econ5170@CUHK: Computational Methods in Economics (2020 Spring).

   Jupyter Notebook 102 77

3. Boosted_HP_filter

   Functions and replication files for Peter Phillips and Zhentao Shi (2020): "Boosting: Why You Can Use the HP Filter"

   R 9 11

4. C-Lasso

   The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Panel Data”

   MATLAB 12 13

5. fsPDA

   Companion function for Forward-Selected Panel Data Approach

   R 1

6. zhan-gao/Alasso_Predictive_Regression

   This is the accompanying repository for "On LASSO for Predictive Regression".

   R