Collection of stats, modeling, and data science tools in Python and R.

Undergraduate textbook for Econometrics with R

Articles/ Journals and Videos related to Economics:chart_with_upwards_trend: and Data Science :bar_chart:

Nonlinear Nonparametric Statistics

Market Analysis Course with Interactive RTutor Problemsets, Videos and Quizzes

Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"

Machine Learning for Econometrics -- ENSAE Paris

Masters-level applied econometrics course—focusing on prediction—at the University of Oregon (EC424/524 during Winter quarter, 2022) Taught by Ed Rubin

Causal-inference oriented doctoral econometrics course at UO

Introduction to Econometrics at the University of Oregon (EC421) during Winter quarter, 2022. Taught by Ed Rubin.

Introduction to R for Economists

Материалы по курсам Эконометрика, Эконометрика-2, Анализ панельных данных в МГИМО МИД России (Весна 2023)

Software used in teaching time series financial econometrics

The software includes a dynamic bayesian network with genetic feature space selection, includes 5 econometric data.frames with 263 time series.

This is the website repository for the Stata packages lassopack & pdslasso. Please visit:

A general introduction to statistics for use in data science.

Replicate MRW in R

samples of my work in Econ 487: Data Science and Strategic Pricing

Files to reproduce my Ph.D. thesis, entitled "Carry trade effects in developed and developing countries: the cases of Switzerland and Brazil". This thesis was defended on February 15, 2022 at the Univ. Grenoble Alpes (UGA). I finished the Ph.D. programme in Economis in the Centre for Research in Economics in Grenoble (CREG), which is linked to t…