SMM and indirect inference: A practical introduction: an informal introduction detailing how to use simulated method of moments and indirect inference to estimate models with no convenient closed form heavily indebted to notes by Toni Whited.

Influence functions for fun and profit: notes on using influence functions and their application to estimating covariance matrices. Includes a general treatment and specific examples for how to derive influence functions for a wide variety of estimators.


OFR Short-term Funding Monitor: data provided by the OFR covering a broad variety of short-term funding markets related topics, including the OFR's U.S. Repo Markets Data Release.


PyELike: Efficient, object oriented python code for flexible generalized empirical likelihood and generalized method of moments estimators.

Estimating and testing dynamic corporate finance models: C++ and python code for Bazdresch, Kahn, Whited (2018). Includes optimized and modular code for value function iteration and SMM estimation on parallel systems. Easily modified to solve and estimate a wide variety of corporate finance and macro models.

For more, check out my github page.