Qing Zhang's Projects
This is a Matlab program originally written by Qing Zhang for the Asian Development Bank as part of a consulting engagement. It is a self-contained module for making time-series forecasts (economic or otherwise) by combining linear regressions, with weights determined by cross validation. The forecasting method is borrowed from Professor Bruce Hansen. (http://www.ssc.wisc.edu/~bhansen/forecast/methodology.htm)
Materials for Columbia course GR6307
Teaching materials written by Qing Zhang for the course Perspectives on Economic Studies, taught by Professor Joseph Stiglitz to first-year PhD students in economics at Columbia University
Scipy library main repository