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Achievement: Arctic Code Vault ContributorAchievement: Pull Shark

Achievements

Achievement: Arctic Code Vault ContributorAchievement: Pull Shark

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zhan-gao/README.md

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  1. classo classo Public

    A package implements Classifier-Lasso

    R 9 7

  2. LasForecast LasForecast Public

    Time series forecasting with Lasso-type shrinkage methods

    R 13 13

  3. ccrm ccrm Public

    companion R package for Gao and Pesaran (2023) Identification and estimation of categorical coefficient regression model

    R

  4. BubbleTest BubbleTest Public

    Bubble test based on Phillips, Shi and Yu (2015) and the MultipleBubbles package.

    R 7 8

  5. CopulaGraphic CopulaGraphic Public

    Copula Graphic Estimator in Jo et al (2023) based on Rivest and Wells (2001)

    R

  6. outlierdetect outlierdetect Public

    L0-regularized robust regression: Gao, Z. and Moon H.R. (2024) Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens.

    R