Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.
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Updated
Jun 29, 2025 - Stata
Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.
This repository summarizes the traditional and recently proposed estimators in the difference-in-differences research design.
Implementing Local Projections Difference-in-Differences (LP-DiD) estimators
Popular Econometrics content with code; Simple Linear Regression, Multiple Linear Regression, OLS, Event Study including Time Series Analysis, Fixed Effects and Random Effects Regressions for Panel Data, Heckman_2_Step for selection bias, Hausman Wu test for Endogeneity in Python, R, and STATA.
A Stata Package for Regression Sensitivity Analysis
Open source repository for user-written ado files
A replication of Marvell and Moody's economics experiment measuring impact of gun ownership on crime rates, using percent suicides by gun, gun manufacturing, and survey data as proxies for gun ownership. Data set included.
Lecture slides, video recordings, and coding exercises from the 2024 Northwestern University Causal Inference Workshop. This repository is not affiliated with Northwestern University or the workshop.
A Stata package for assessing sensitivity to the unconfoundedness assumption
Master Degree Coursework: Econometrics I
This repository includes Stata coding for matching estimations, especially propensity score matching.
A Stata module for an instrumental variables correlated random coefficients estimator.
Generates point estimates and standard errors of percentiles/means for variables in the Survey of Consumer Finances (SCF).
This repository introduces the event study model.
AIDE Lab repository for LSMS-ISA and remotely sensed weather data cleaning code.
Stata implementation of the Athey and Imbens (2006) Changes-in-Changes model
This repository introduces how to run fixed effects models and do some hypothesis testing in Stata.
A Stata program for backtesting forecast
Master Degree Coursework: Econometrics II
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