Modelling notebooks

Selected notebooks on modelling (econometrics, machine learning, etc.). All notebooks can be found on my Github page.

Name Description
Difference-in-differences project with simulated data 1) Data simulation for DiD settings. 2) DiD in a repeated cross-sample. 3) Note on using fixed effects with DiD in Python and R.
SVAR contemporaneous causality and Slutzky-Fischer paradigm Discussion about the connection between (contemporaneous) causality in SVARs and Frisch-Slutzky paradigm.
Note on Omitted Variable Bias vs. Confounding Bias Discussion about how Omitted Variable Bias and Confounding Bias differ.
DebtRank example Implementation of Battiston et. al. (2012) DebtRank algorithm.

Source code

Name Description
animlib Library for recording browser-based animations.
dsenvs Cookbook recipes for building, managing, and using custom data science environments.

Flashcards

Selected flashcards. All flashcards can be found on my Github page.

Name Description
Structural Vector Auto Regression Cheat sheet on Structural Vector Auto Regressions.
Difference-in-differences Cheat sheet on vanilla differences-in-differences.
How the economic machine works Summary of Ray Dalio’s Youtube video.