Julia

• FixedEffectModels.jl: Efficient estimation of linear models with high dimensional fixed effects.
• InteractiveFixedEffectModels.jl: Efficient estimation of interactive fixed effect models (Bai 2009).
• EconPDEs.jl: Robust PDE solver for economic models.

Stata

• sumup: Like summarize, but with a by() option.
• topdecompose: Decompose the growth of the average wealth in a top percentile.
• cyreg: Compute Campbell Yogo (2006) confidence intervals for predictability regressions.

For a complete list of projects, visit my Github profile.