This repository provides a miscellaneous of econometrics codes in R, Julia, Matlab and Python written by me. I try to make the codes in each folder as much comparable as possible.
| Folder | Object |
|---|---|
| Probit Model | Monte-Carlo simulation of binary Probit estimator |
| Logit Model | Monte-Carlo simulation of binary Logit estimator |
| Ordered Probit Model | Monte-Carlo simulation of Ordered Probit estimator (Two Thresholds) |
| BLP | BLP (1995) method for estimating Mixed Logit model. See also https://github.com/cran/BLPestimatoR |
| Control Function | Monte-Carlo simulation of control function approach for linear and non-linear models with high dimensional fixed effects |