joe5saia/eventstudiesdata

Stars
2
Language
Python
License
GNU General Publi...
Created about 5 years ago
Updated almost 2 years ago

joe5saia/eventstudiesdata

joe5saia

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Docker container to make data set with macroeconomic data announcements

FredMD

Python package to estimate factors and information criteria of of the FRED-MD dataset. Builds and deploys to pip using github actions.

double_debias

Python implementation of Double/Debiased machine learning algorithm from Chernozhukov et. al ontop of sklearn. Builds and deploys to pip using github actions.

irates

Docker container to pull asset prices from FRED and possibly local sources

joe5saia.github.io

FREDio

Simple scripts to work with FRED Data

juliadocker

Basic setup for running working with Julia inside a container with VScode

macro_data

Docker Container to pull frequently used macro data and save to SQL

Hmc.jl

Hidden Markov Model Estimated with MCMC in Julia with option for parallel estimation.