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.
- genvar (R). genvar removes one barrier to using R for people who are used to Stata's imperative approach to modifying data (where commands modify the state of the dataset). It is an R package to do imperative data manipulation and regression. It can be used to manipulate data and do regressions in an environment similar to Stata in R, a Free Software statistical package. It also packages together R's various regressions functions into one command that can do panel methods, heteroskedastic and auto correlated standard errors, and clustering.
Github link: https://github.com/flynnzac/genvar.
- 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.
- pushmac (command line). A command-line macro processor. Implements an alternative macro language to the Unix-standard m4. The langauge is stack-based and allows the user to execute Scheme code to generate text. It is written in C. I use pushmac to generate the pages on this website.
Github link: https://github.com/flynnzac/pushmac
- leas (command line). The Little Extensible Accounting System. 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 is 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/leas.
This page last updated: Wed, Feb 26, 2020 11:33:39 AM