Code and Notebooks

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Replication codes for published papers are available via journal websites. Please check those out before requesting code. Some links to other useful code is available here:

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• Python Code for Optimal Lockdown Planning in Multi-Group SIR

• Auto DML R Code

• DML Github R code

• DML Github Python in EconML by Microsoft

• Package HDM in R, available in CRAN and via Github

• IVQR code in R by Yu-Chang Chen

• IVQR code in Matlab

• Double Lasso etc in Stata

• Lasso QR R Code (also see Koenker's Quanreg R package)

• Root Lasso Matlab Code

• Counterfactual/Distribution Regression Package in R

• Counterfactual/Distribution Regression in Stata

• Inference on Discrete Quantiles in R

• Sorted Effects Package in R

• Rearrangement Package in R

• Censored IVQR Code in Stata

• Fast QR Process Inference in Stata

• Extremal Quantile Regression Code  (aslo see Koenker's Quantreg Package in R)