Packages

  • bHP: R package for the boosted HP filter [package] [vignette]

  • classo: R package for the Classifier Lasso [package]

  • fsPDA: R package for Forward-selected Panel Data Approach for Program Evaluation [package] [vignette]

Apps

  • bHP: Interactive R Shiny app [repo] [interface]

  • Beijing-housing-prediction: Interactive R Shiny app [interface]

Replications

  • boosted HP filter: replication files and implementation functions in various languages [MATLAB, Python, and Julia]

  • Beijing-housing-prediction: replication repository for the preprint [code]