(Updates on August 22, 2021: Thanks to the great help of Charles WEI (charles@hkbu.edu.hk), Gary GU (taize_gu@hkbu.edu.hk), and Ching-yin WAN (cywan123@hkbu.edu.hk), I mainly add the supplements for Windows users. They are also my TAs for the course, so please contact them when you find any problem about the setups for... [Read More]

This is the last post of the series about GMM, short for Generalized Method of Moments in Econometrics and Statistics. Interested audience are welcomed to review my fist post Generalized Method of Moments (GMM) in R (Part 1 of 3) for the basic ideas of GMM and the application using... [Read More]

(This post was originally published in Generalized Method of Moments (GMM) in R (Part 2 of 3). I rewrite it here to utilize markdown and latex for scientific post.) [Read More]

(This post was originally published in Generalized Method of Moments (GMM) in R (Part 1 of 3). I rewrite it here to utilize markdown and latex for scientific post.) [Read More]

In general, the popular packages compiled in Linux system should be highly optimized to use multi-threads, but the subtle issues usually occur for compilation under MacOS. Here is my exploration about how to modify the make file to facilitae the compilation such that XGBoost in MacOS can utilize multi-threads. Please... [Read More]