EconometricsCode/code_in_notes/Run_ALL.do at master · sijichun/EconometricsCode · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
clear
set more off
** 在 EconometricsCode/code_in_notes 目录下运行本文件
** 各章节代码已按 Chap.n 分类到子文件夹
local root = c(pwd)

** Chap.1 OLS_fitting
cd "`root'/Chap.1"
do reg_one_variate.do
do predict_log.do
do partioned_regression.do
do reg_with_dummies.do
do reg_with_dummy.do

** Chap.2 OLS_model_selec
cd "`root'/Chap.2"
do cross_validation_reg.do
do model_selection.do

** Chap.3 Fitting_other_method
cd "`root'/Chap.3"
do local_poly_cv.do
do local_constant.do
do local_linear.do
do local_polynomial.do

** Chap.4 GLM
cd "`root'/Chap.4"
do qreg_simulate.do
do logit_and_roc.do
do nls_mpc.do
do qreg_outlier.do
do log_of_gravity.do
do qreg_consump.do

** Chap.5 MachineLearning
cd "`root'/Chap.5"
do lasso_and_ridge_shrinkage.do

** Chap.7 OLS_estimation
cd "`root'/Chap.7"
do heteroscedasticity.do

** Chap.8 OLS_control
cd "`root'/Chap.8"
do quadratic.do
do aging_transformation.do
do demean.do
do jia2024.do
do ols_fe_ntv.do
do simpson_paradox.do

** Chap.9 OLS_testing
cd "`root'/Chap.9"
do chow_test.do
do multi_collinearity.do
do ohie_qje_test_one.do
do oneway_anova.do
do test_jointly_ntv.do
do wald_ols.do
do white_hetero.do
do bootstrap_student.do

** Chap.10 DML_selection
cd "`root'/Chap.10"
do ntv_ddml.do
do ntv_double_selec.do

** Chap.11 Rubin_experiment
cd "`root'/Chap.11"
do fisher_exact_p.do

** Chap.12 Matching
cd "`root'/Chap.12"
do ddml_nsw.do

** Chap.13 System
cd "`root'/Chap.13"
do fixed_effects_ntv.do
do ohie_qje_joint_test.do

** Chap.14 Linear_panel
cd "`root'/Chap.14"
do linear_panel_fd.do
do linear_panel_fe.do

** Chap.15 DID
cd "`root'/Chap.15"
do hcw_lasso.do
do DID_disease.do
do DID_divorce_event_study.do
do did_newspaper.do

** Chap.17 IV
cd "`root'/Chap.17"
do CivilConflict.do
do lasso_iv.do

** Chap.25 TimeSeries
cd "`root'/Chap.25"
do quarterly_gdp.do
do daily_stock_price.do
do gdp_growth.do
do stock_return.do
do stochastic_path.do
do auto_corr_gdp.do
do auto_corr_stock.do

** Chap.26 ARMA
cd "`root'/Chap.26"
do simulate_ma.do
do simulate_ar.do
do simulate_arma.do
do simulate_causal.do
do invertibility_ma.do
do predicting_arma.do

** Chap.27 ARMA_Est
cd "`root'/Chap.27"
do arma_model_selection.do
do ts_mean.do
do ts_ols_and_nl_of_pre_autocorr.do
do ts_regress.do
do ts_regress_lag_y.do

** Chap.28 ARCH
cd "`root'/Chap.28"
do simulate_arch.do
do stock_return_facts.do
do arch_est.do

** Chap.29 Unit_Root
cd "`root'/Chap.29"
do ts_detrend.do
do simulate_unit_root.do
do simulate_rw_coef.do
do ts_detrend_diff.do

** 未分配到章节的脚本（留在根目录）
cd "`root'"
do HCW.do
do RD_r_and_d.do
do binary_logit_eut.do
do binary_logit_eut_fechner.do
do binary_logit_eut_fechner_hetero.do
do binary_logit_lottery.do
do binary_logit_mle.do
do conditional_logit_simu.do
do covatiates_balancing.do
do experiment_reg_hetero.do
do ipw_doubly_robust.do
do linear_panel.do
do linear_panel_fd_np.do
do linear_panel_fe_ntv.do
do ljung-box_test.do
do matching.do
do matching_nonexp.do
do matching_psm.do
do mix_logit_eut_fechner.do
do mlogit_employ.do
do ohie_qje.do
do ohie_science.do
do panel_binary.do
do panel_dynamic.do
do propensity_score.do
do qreg_with_dummy.do
do rd_fuzzy_pmgsy.do
do reg_small_b.do
do simulate_fe.do
do simulate_sprious.do

cd "`root'"