Topic: "event-studies"
asheshrambachan/HonestDiD
Robust inference in difference-in-differences and event study designs
Language: R - Size: 3.6 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 195 - Forks: 46
mcaceresb/stata-honestdid
Robust inference in difference-in-differences and event study designs (Stata version of the R package of the same name)
Language: Stata - Size: 4.06 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 90 - Forks: 20
JuliaDiffinDiffs/DiffinDiffs.jl
A suite of Julia packages for difference-in-differences
Language: Julia - Size: 1.53 MB - Last synced at: 23 days ago - Pushed at: about 1 year ago - Stars: 39 - Forks: 2
bradleyboyuyang/Empirical-Finance
Efficient frontier, Fama-French factor models, idiosyncratic volatility, event study
Language: Jupyter Notebook - Size: 151 MB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 14 - Forks: 1
JuliaDiffinDiffs/InteractionWeightedDIDs.jl 📦
Regression-based multi-period difference-in-differences with heterogenous treatment effects
Language: Julia - Size: 187 KB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 13 - Forks: 2
marcaureledivernois/tweet_sklearn
NLP repo for our paper "StockTwits Classified Sentiment and Stock Returns". StockTwits data is available in the README.
Language: Python - Size: 4.88 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0
