Julia

• EconPDEs.jl: Robust PDE solver for economic models.
  
• FixedEffectModels.jl: Estimate linear models with high dimensional fixed effects.
• InteractiveFixedEffectModels.jl: Estimate interactive fixed effect models (Bai 2009)
• LeastSquaresOptim.jl: Estimate sparse non-linear least squares models.

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Stata

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

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