{"id":20608905,"url":"https://github.com/jose-jaen/advanced-econometrics","last_synced_at":"2026-06-06T15:31:13.604Z","repository":{"id":148432100,"uuid":"544946866","full_name":"jose-jaen/Advanced-Econometrics","owner":"jose-jaen","description":"Econometric Theory","archived":false,"fork":false,"pushed_at":"2024-01-08T10:47:43.000Z","size":3168,"stargazers_count":0,"open_issues_count":0,"forks_count":1,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-01-17T03:13:47.597Z","etag":null,"topics":["algorithms","econometrics","mathematics","statistics"],"latest_commit_sha":null,"homepage":"","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/jose-jaen.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2022-10-03T14:11:38.000Z","updated_at":"2022-12-07T17:17:12.000Z","dependencies_parsed_at":"2024-01-08T11:56:55.756Z","dependency_job_id":null,"html_url":"https://github.com/jose-jaen/Advanced-Econometrics","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/jose-jaen%2FAdvanced-Econometrics","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/jose-jaen%2FAdvanced-Econometrics/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/jose-jaen%2FAdvanced-Econometrics/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/jose-jaen%2FAdvanced-Econometrics/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/jose-jaen","download_url":"https://codeload.github.com/jose-jaen/Advanced-Econometrics/tar.gz/refs/heads/main","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":242256359,"owners_count":20097960,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["algorithms","econometrics","mathematics","statistics"],"created_at":"2024-11-16T10:12:09.497Z","updated_at":"2026-06-06T15:31:13.592Z","avatar_url":"https://github.com/jose-jaen.png","language":"Python","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Advanced Econometrics\n\nHow does increasing the Minimum Wage affect youth unemployment? Is rent control an effective policy? \nDid some drug really improve patients' health?\n\nAll of these causal questions require quantitative techniques to measure treatment effects.\n\nIn this repository several statistical properties are derived for Advanced Data Analytics, specifically for Causal Inference.\nAdditionally, selected solutions to Fumio Hayashi's *Econometrics* are provided.\n\n# Causal Inference Framework\n\nIt is encouraged to follow the documents in the presented order so as to fully grasp Causal Inference methods. \n\nIn Finite Sample Theory, restrictive assumptions on the sample $(\\textbf{y}, \\textbf{X})$ are made.\n\nThen, in Large Sample Theory, said assumptions are relaxed and made on the Data Generating Process (DGP).\n\nFinally, correlation with the error term is tackled with Method of Moments and General Method of Moments estimation.\n\n- [Finite Sample Causal Inference](https://github.com/jose-jaen/Advanced-Econometrics/blob/main/Algorithms/Finite%20Sample%20Causal%20Inference.pdf).\n\n- [Large Sample Causal Inference](https://github.com/jose-jaen/Advanced-Econometrics/blob/main/Algorithms/Large%20Sample%20Causal%20Inference.pdf).\n\n- [GMM Causal Inference](https://github.com/jose-jaen/Advanced-Econometrics/blob/main/Algorithms/GMM%20Causal%20Inference.pdf).\n\n# Python implementations\n\nAlgorithms, estimation procedures and Statistical Inference tests coded in Python programming language.\n\n- [Python code](https://github.com/jose-jaen/Advanced-Econometrics/tree/main/Algorithms/Python%20Code).\n\n# Hayashi's *Econometrics*\n\nSelected solutions of graduate-level Quantitative Economics textbook.\n\n- [Solutions to *Econometrics*](https://github.com/jose-jaen/Advanced-Econometrics/tree/main/Econometric%20Theory).\n\n\nProject started in 03/2022 (ongoing).\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fjose-jaen%2Fadvanced-econometrics","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fjose-jaen%2Fadvanced-econometrics","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fjose-jaen%2Fadvanced-econometrics/lists"}