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bootstrap-methods

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chirindaopensource / effects_of_immigration_on_places_people

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End-to-end Python econometric toolkit implementing Dustmann et al.'s (2025) decomposition framework for identifying the true labor market impact of immigration. Separates aggregate immigration effects into displacement, crowding-out, and selection components using 2SLS, FD-IV, and Wild Cluster Bootstrap on German social security microdata.

python reproducible-research pandas microdata econometrics social-security-data statsmodels causal-inference panel-data instrumental-variables empirical-research replication-package regional-economics research-software labor-economics decomposition-analysis immigration-economics economic-impact bootstrap-methods
  • Updated Nov 2, 2025
  • Jupyter Notebook

chirindaopensource / measuring_market_stress_with_machine_learning

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End-to-End replication of Schmitt's (2026) Market Stress Probability Index. Implements cross-sectional fragility signal extraction, dynamic stress labeling via volatility quantiles and Lasso-Logit forecasting. Includes Jordà local projections for structural impulse response analysis. Strict real-time discipline & expanding-window training.

python machine-learning reproducible-research scikit-learn pandas logistic-regression quantitative-finance financial-data research-paper statsmodels panel-data risk-management time-series-analysis lasso-regression financial-econometrics probabilistic-forecasting systemic-risk bootstrap-methods market-stress crsp-data
  • Updated Feb 15, 2026
  • Jupyter Notebook

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