Software

Open Texts

A Primer on Economic Data Science: Texts based on my Econ5170 [link]
Lecture Notes on Econometrics: Texts based on my Econ5121A [link]
Lectures Notes on Probability and Statistics: Texts based on my summer short course for MSc students [link]

ivxj: Python package for the IVXJ estimator in panel predictive regressions with potentially persistent regressors [package]
pLP: R package for half-panel jackknife to correct the bias of the fixed effect-estimator in panel local projection. [package]
LasForecast: R package for macroeconomic and financial forecasts [repo]
classo: R package for the Classifier Lasso (with Zhan Gao) [package]
bHP: R package for the boosted HP filter (with Yang Chen) [package] [vignette] [中文]
fsPDA: R package for Forward-selected Panel Data Approach for Program Evaluation (with Yishu Wang) [package] [vignette]

bHP: Interactive R Shiny app (with Yang Chen and Ziwei Mei) [repo] [interface]
Shenzhen-housing-prediction: Interactive R Shiny app (with Yishu Wang) [interface]

econ_data_sci: Derived from jupyter/datascience-notebook for Econ5821. A DIY image with needed R packages are pre-loaded. [repository].
Econometrics: Derived from rocker/rstudio, this Docker image loads an RStudio environment for econometrics teaching [repository].
Prob_and_stat: Derived from jupyter/r-notebook, this Docker image loads a Jupyter notebook environment with an R kernel for the summer course of probability and statistics for MSc students [repository].

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]