Packages

  • bHP: R package for the boosted HP filter (with Yang Chen) [package] [vignette]

  • classo: R package for the Classifier Lasso (with Zhan Gao) [package]

  • fsPDA: R package for Forward-selected Panel Data Approach for Program Evaluation (with Yishu Wang) [package] [vignette]

Apps

  • bHP: Interactive R Shiny app (with Yang Chen and Ziwei Mei) [repo] [interface]

  • Beijing-housing-prediction: Interactive R Shiny app (with Yishu Wang) [interface]

Replications

  • boosted HP filter: replication files and implementation functions in various languages (with Yang Chen and Ziwei Mei) [MATLAB, Python, and Julia]

  • Beijing-housing-prediction: replication repository for the preprint (with Yishu Wang) [code]