Jing Li
Professor of Economics CV |
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Basic R | Slides | R Book 1 | R Book 2 | R Course | Sta Review | Notation | Table G1 | Video1 | Lecture 1 | Slides | Codes | House Data | TA | HW 1 | Old Exam 1 | Key | Video1 | Video2 |
Lecture 2 | Slides | Codes | Video1 | Video2 | MiniCodes | |||
Lecture 3 | Slides | Codes | HW 2 | Old Exam 2 | Key | Cal Review | Video1 | |
Lecture 4 | Slides | Codes | Wage Data | NBA | NBA Data | ANOVA | Video1 | Video2 |
Lecture 5 | Slides | Codes | Gun | Trade | Nuclear | HongKong | Synthetic Control | |
Lecture 6 | Slides | Codes | Smoke Data | HW 3 | Old Exam 3 | Video | ||
Lecture 7 | Slides | Codes | Fertility Data | EZ Data | ||||
Lecture 8 | Slides | Codes | Fatality Data | |||||
Project | Instruction | School Data | ||||||
Optional Reading | 1.96 | OSTT | LAD | TIE | Geometry | Matrix | CatchMe | |
Optional Reading | 315 | RD | PanelDID | ESR | ML | Bayes | Tree |
Introduction | Notes | R Book 1 | R Book 2 | R Intro | Math | |
Lecture 1: Regression | Notes | Codes | House Data | |||
Lecture 2: Tree Models | Notes | Codes | Myrpart | Cross Validation | CV2 | |
Lecture 3: Random Forest | Notes | Codes | CV3 | |||
Lecture 4: Classification | Notes | Codes | Bank Data | Practice Exam1 | ||
Lecture 5: ARMA Models | Notes | Codes | Example | Codes | Paper Data | |
Lecture 6: Bayesian Forecast | Notes | Notes II | ||||
Lecture 7: ARCH Models | Notes | Codes | Engle Paper | Engle Code | Engle Data | |
Optional Readings | ||||||
Smoothing Moethod | Notes | Codes | ||||
Spectral Analysis | Notes | Codes | Hotel Data | Cochrane's Notes | ||
Sinusoidal Models | Notes | Codes | ||||
Markov Chain | Notes | Codes | GoldenRatio | Eigenface | PCA | Codes |
HAC Estimator | Notes | Codes |
Links
ChatGPT | myMiami | Advising | Pictures | Honors Thesis | Zoom | VirtualPC | OtherClass |
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