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10k-mda-section

Extract the Management Discussion and Analyses (MD&A) section from 10K Financial Statements

awesome-cv

Awesome CV is LaTeX template for your outstanding job application

awesome-economics

A curated collection of links for economists

awesome-network-analysis

A curated list of awesome network analysis resources.

block_codes

This depository uses SEC EDGAR data in Schedule 13D and Schedule 13G data to find all positions above 5% in all US stocks between 1994 and 2018.

commonownerreplication

Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)

comparison-programming-languages-economics

A Comparison of Programming Languages in Economics

crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

did_imputation

Event studies: robust and efficient estimation, testing, and plotting

dlsa-public

Deep Learning Statistical Arbitrage

dynamic-discrete-choice

Matlab package for learning to specify, compute, and estimate dynamic discrete choice models

dynamic-optimization-lecture

AEM 7130: Dynamic Optimization/Computational Methods

edgar-10k-select-product-description

fundholdings

Python web crawler to pull fund holdings from the SEC EDGAR database

gender

Predict Gender from Names Using Historical Data

globalfactor

grad-io

Graduate Empirical Industrial Organization

gsynth

Generalized Synthetic Control Method

mostly-harmless-replication

Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.

mtheme

A modern LaTeX Beamer theme

non-compete-law-changes

Code to incorporate non-compete law changes using Stata, R and Python (Ewens and Marx (2017))

patents

Parse, match (within and Compustat), and analyze USPTO patent data

pyanomaly

Python library for asset pricing

python

All Algorithms implemented in Python

python_julia_structural_behavioral_economics

Python and Julia Code for Structural Behavioral Economics

rethinking

Statistical Rethinking course and book package

roll

Fast and efficient computation of rolling and expanding statistics for time-series data.

sam

Predicting Human Eye Fixations via an LSTM-based Saliency Attentive Model. IEEE Transactions on Image Processing (2018)

sas

A collection of SAS Macros that I use and update regularly.

sas_util

Several SAS Utilities, some mine, some others