Code

Econometrics

• Sant’Anna and Zhao (2020) - Doubly robust difference-in-differences estimators in Python
• Abrevaya (2006) - Fixed/random effects models in Python

Quantitative Macroeconomics

• Guerrieri and Lorenzoni (2017) - Endogenous grid method with Python’s Numba (JIT compiler)

Survey of Income and Program Participation (SIPP)

• Python code for cleaning SIPP data, Census’ SIPP data files