Software

Below are a few software projects that may be useful.

For a complete list, visit my GitHub profile.

Julia

• FixedEffectModels.jl: Linear models with high dimensional fixed effects.
• InteractiveFixedEffectModels.jl: Interactive fixed effect models (Bai 2009).
• InfinitesimalGenerators.jl: Solve linear PDEs arising from Markov processes.
• EconPDEs.jl: Solve nonlinear PDEs arising from economic models.
• Binscatters.jl: Stata's binscatter for Julia.

Stata

• sumup: Like summarize, but with a by() option.
• topdecompose: Decompose the growth of the average wealth in a top percentile.