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  1. Best-Subset-Binary-Prediction Best-Subset-Binary-Prediction Public

    Matlab codes for the best subset binary prediction method

    MATLAB 4 3

  2. IVQR-GMM-computation-codes IVQR-GMM-computation-codes Public

    Matlab codes for exact computation of IVQR GMM estimators

    MATLAB 2 4

  3. L0-ERM L0-ERM Public

    Matlab codes for the L0-ERM binary classification method

    MATLAB 1 1

  4. Dimension-reducing-conditional-moment-inequalities Dimension-reducing-conditional-moment-inequalities Public

    Gauss codes for replicating the simulation results of Chen and Lee (2019) on dimension reducing conditional moment inequalities for discrete choice models

    1

  5. Ordinal-LAD Ordinal-LAD Public

    Matlab codes for estimating the ordered response median regression model

    MATLAB

  6. SparseQR SparseQR Public

    Matlab codes for L0-based regularized quantile regression methods

    MATLAB 2