I write programs to implement econometric estimators, but I also program as a hobby. I like to write my own tools and to contribute to Free Software/Open Source software projects.
My Github is at https://github.com/flynnzac, and I describe a few projects below.
- genstest (Stata). Implements hypothesis tests that exploit structural instability to improve inference on stable parameters. The hypothesis tests (with example applications) and program are described in a Stata Journal article, Flynn and Magnusson. For the theory behind the tests, see Magnusson and Mavroeidis (2014): Identification using stability restrictions.
Github link: https://github.com/flynnzac/genstest.
- rata (R). An R package to manipulate data in a more Stata-like way (a "command on data" environment). It can be used to analyze data in an environment similar to Stata in R, a Free Software statistical package.
Github link: https://github.com/flynnzac/rata.
- tslslogit (R). An R package implementing the repeated two-stage least squares estimator for logistic regression presented in my short note "Estimating Logistic Regressions Using Two-Stage Least Squares".
Github link: https://github.com/flynnzac/tslslogit.
- bal (command line). a command-line program for managing personal finances, analyzing past spending, and budgeting for the future written in a combination of C and Guile Scheme. The program can be extended and scripted by writing Scheme scripts (so, for example, you can write scripts to update the value of your 401k weekly by fetching the latest prices from the internet). It's the Emacs of personal finance programs. I use it to manage my spending. It works on GNU/Linux, and I assume it works on recent Mac operating systems. It can also be used on Windows using Cygwin, MingGW, or Msys2.
Github link: https://github.com/flynnzac/bal.
This site last updated: Thu, Nov 8, 2018 3:12:06 PM
Copyright 2018 Zach Flynn.