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1. classo classo Public

   A package implements Classifier-Lasso

   R 11 7

2. LasForecast LasForecast Public

   Time series forecasting with Lasso-type shrinkage methods

   R 12 11

3. ccrm ccrm Public

   companion R package for Gao and Pesaran (2023) Identification and estimation of categorical coefficient regression model

   R

4. CopulaGraphic CopulaGraphic Public

   Copula Graphic Estimator in Jo et al (2023) based on Rivest and Wells (2001)

   R

5. outlierdetect outlierdetect Public

   L0-regularized robust regression: Gao, Z. and Moon H.R. (2024) Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens.

   R

6. lasso_inference lasso_inference Public

   Replication files of LASSO Inference for High Dimensional Predictive Regressions (Gao Lee Mei Shi, 2026+)

   R