Generate longitudinal data and demonstrate the bias caused by failed fixed effects assumptions.
In this project, there are two major tasks: text data processing and text categorization. In text data processing, we have done tokenization, stemming, normalization, etc. Also, vector space model and statistical language models are used to retrieve similar documents to query. In text categorization, we build a text classification system which includes feature selection, classifiers (Naive Bayes and K Nearest Neighbor using brute force and random vectors), cross validation, and parameter tuning.
Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.
tools for mining GitHub and SSC for Stata packages and file names
大众点评评论文本挖掘，包括点评数据爬取、数据清洗入库、数据分析、评论情感分析等的完整挖掘项目
R package for Logistic Vector Smooth Transition AutoRegression modelling
A Stata implementation of the Threshold Vector Autoregression Model and a study of a nuisance parameter with bootstrapping and Monte Carlo simulation.
Replication materials for "Innovation, Productivity, and Monetary Policy" by Moran and Queralto (2018)
Reading data download from the wind into stata in a cleaning format
Stata module for estimating partially linear functional-coefficient panel data models
an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.
Code Repository for MS20190155
Estimating Dynamic Common Correlated Effects Models in Stata
