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Jing Li
Professor of Economics CV |
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| Basic R | R Course | Table G1 | Video1 | Video2 | L1: Simple Regression | Codes | House Data | Video1 | Video2 |
| L2: Multiple Regression | Codes | Height Data | Video1 | Video2 | MiniCodes |
| L3: Function Form | Codes | Video1 | |||
| L4: Dummy Variable | Codes | Wage Data | Video1 | Video2 | |
| L5: DID | Codes | ||||
| L6: Heteroskedasticity | Codes | Smoke Data | Video | ||
| L7: Time Series | Codes | EZ Data | UKgasCodes | ||
| L8: Panel Data | Codes | Fatality Data | |||
| Project | Instruction | School Data | Codes |
| Introduction | |||||
| L1: Regression | Codes | House Data | |||
| L2: Tree Models | Codes | Myrpart | CV1 | CV2 | |
| L3: Random Forest | Codes | CV3 | Codes | ||
| L4: Classification | Codes | Bank Data | CV4 | Codes | |
| L5: ARMA Models | Codes | Codes | Paper Data | Hotel Data | Codes |
| L6: Bayesian Forecast | Codes | Codes | Codes | ||
| L7: ARCH Models | Codes | Codes | Engle Data |
Links
| ChatGPT | myMiami | Advising | Pictures | Zoom | VirtualPC |
Data and Codes
"System-Equation ADL Test For Threshold Cointegration With An Application Using The Term Structure Of Interest Rates", Oxford Bulletin of Economics and Statistics, 2016 Codes and Data (A Zip File)
"ADL tests for Threshold Cointegration", Journal of Time Series Analysis, 2010 Matlab Code