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	Date-Modified = {2011-02-02 15:53:43 +0100},
	Doi = {10.1046/j.1365-8711.1999.02721.x},
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	Adsurl = {http://adsabs.harvard.edu/abs/2007MNRAS.379..401E},
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	Adsurl = {http://adsabs.harvard.edu/abs/2004MNRAS.352..721E},
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	Journal = {\mnras},
	Keywords = {galaxies: bulges, galaxies: elliptical and lenticular, cD, galaxies: evolution, galaxies: formation, galaxies: kinematics and dynamics, galaxies: structure},
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	Date-Added = {2011-02-02 15:51:44 +0100},
	Date-Modified = {2011-02-02 15:51:44 +0100},
	Doi = {10.1017/S1743921308027981},
	Editor = {{J.~Andersen, J.~Bland-Hawthorn, \& B.~Nordstr{\"o}m}},
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	Adsurl = {http://adsabs.harvard.edu/abs/2000MNRAS.318..462D},
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	Date-Added = {2011-02-02 15:51:07 +0100},
	Date-Modified = {2011-02-02 15:51:08 +0100},
	Doi = {10.1046/j.1365-8711.2000.03737.x},
	Eprint = {arXiv:astro-ph/0006193},
	Journal = {\mnras},
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@article{de-zeeuw02,
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	Adsurl = {http://adsabs.harvard.edu/abs/2002MNRAS.329..513D},
	Author = {{de Zeeuw}, P.~T. and {Bureau}, M. and {Emsellem}, E. and {Bacon}, R. and {Carollo}, C.~M. and {Copin}, Y. and {Davies}, R.~L. and {Kuntschner}, H. and {Miller}, B.~W. and {Monnet}, G. and {Peletier}, R.~F. and {Verolme}, E.~K.},
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@article{cortese09,
	Adsnote = {Provided by the SAO/NASA Astrophysics Data System},
	Adsurl = {http://adsabs.harvard.edu/abs/2009MNRAS.400.1225C},
	Archiveprefix = {arXiv},
	Author = {{Cortese}, L. and {Hughes}, T.~M.},
	Date-Added = {2011-02-02 15:49:53 +0100},
	Date-Modified = {2011-02-02 15:49:53 +0100},
	Doi = {10.1111/j.1365-2966.2009.15548.x},
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	Journal = {\mnras},
	Keywords = {galaxies: clusters: individual: Virgo , galaxies: evolution , galaxies: fundamental parameters , radio lines: galaxies , ultraviolet: galaxies},
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	Title = {{Evolutionary paths to and from the red sequence: star formation and HI properties of transition galaxies at z \~{} 0}},
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	Adsurl = {http://adsabs.harvard.edu/abs/2005MNRAS.358..363C},
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	Date-Modified = {2011-02-02 15:49:23 +0100},
	Doi = {10.1111/j.1365-2966.2005.08752.x},
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	Journal = {\mnras},
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@article{castillo-morales10,
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	Date-Added = {2011-02-02 15:48:44 +0100},
	Date-Modified = {2011-02-02 15:48:44 +0100},
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	Adsnote = {Provided by the SAO/NASA Astrophysics Data System},
	Adsurl = {http://adsabs.harvard.edu/abs/2009ApJ...695..580B},
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	Date-Modified = {2011-02-02 15:45:47 +0100},
	Editor = {{L.~M.~Stanford, J.~D.~Green, L.~Hao, \& Y.~Mao}},
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	Author = {{Bezanson}, R. and {van Dokkum}, P.~G. and {Tal}, T. and {Marchesini}, D. and {Kriek}, M. and {Franx}, M. and {Coppi}, P.},
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	Keywords = {ASTRONOMICAL SPECTROSCOPY, EMISSION SPECTRA, LINE SPECTRA, QUASARS, SEYFERT GALAXIES, CLASSIFICATIONS, H II REGIONS, PHOTOIONIZATION, PLANETARY NEBULAE, SHOCK HEATING},
	Month = feb,
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	Title = {{Classification parameters for the emission-line spectra of extragalactic objects}},
	Volume = 93,
	Year = 1981,
	Bdsk-Url-1 = {http://dx.doi.org/10.1086/130766}}

@article{bakos08,
	Adsnote = {Provided by the SAO/NASA Astrophysics Data System},
	Adsurl = {http://adsabs.harvard.edu/abs/2008ApJ...683L.103B},
	Archiveprefix = {arXiv},
	Author = {{Bakos}, J. and {Trujillo}, I. and {Pohlen}, M.},
	Date-Added = {2011-02-02 15:38:25 +0100},
	Date-Modified = {2011-02-02 15:38:25 +0100},
	Doi = {10.1086/591671},
	Eprint = {0807.2776},
	Journal = {\apjl},
	Keywords = {Galaxies: Evolution, Galaxies: Formation, Galaxies: Photometry, Galaxies: Spiral, Galaxies: Structure},
	Month = aug,
	Pages = {L103-L106},
	Title = {{Color Profiles of Spiral Galaxies: Clues on Outer-Disk Formation Scenarios}},
	Volume = 683,
	Year = 2008,
	Bdsk-Url-1 = {http://dx.doi.org/10.1086/591671}}

@article{bacon01,
	Adsnote = {Provided by the SAO/NASA Astrophysics Data System},
	Adsurl = {http://adsabs.harvard.edu/abs/2001MNRAS.326...23B},
	Author = {{Bacon}, R. and {Copin}, Y. and {Monnet}, G. and {Miller}, B.~W. and {Allington-Smith}, J.~R. and {Bureau}, M. and {Carollo}, C.~M. and {Davies}, R.~L. and {Emsellem}, E. and {Kuntschner}, H. and {Peletier}, R.~F. and {Verolme}, E.~K. and {de Zeeuw}, P.~T.},
	Date-Added = {2011-02-02 15:37:54 +0100},
	Date-Modified = {2011-02-02 15:37:54 +0100},
	Doi = {10.1046/j.1365-8711.2001.04612.x},
	Eprint = {arXiv:astro-ph/0103451},
	Journal = {\mnras},
	Keywords = {INSTRUMENTATION: SPECTROGRAPHS, GALAXIES: ELLIPTICAL AND LENTICULAR, CD, GALAXIES: INDIVIDUAL: NGC 3377, GALAXIES: KINEMATICS AND DYNAMICS, GALAXIES: SPIRAL, GALAXIES: STELLAR CONTENT},
	Month = sep,
	Pages = {23-35},
	Title = {{The SAURON project - I. The panoramic integral-field spectrograph}},
	Volume = 326,
	Year = 2001,
	Bdsk-Url-1 = {http://dx.doi.org/10.1046/j.1365-8711.2001.04612.x}}

@article{arribas08,
	Adsnote = {Provided by the SAO/NASA Astrophysics Data System},
	Adsurl = {http://adsabs.harvard.edu/abs/2008A%26A...479..687A},
	Archiveprefix = {arXiv},
	Author = {{Arribas}, S. and {Colina}, L. and {Monreal-Ibero}, A. and {Alfonso}, J. and {Garc{\'{\i}}a-Mar{\'{\i}}n}, M. and {Alonso-Herrero}, A.},
	Date-Added = {2011-02-02 15:37:23 +0100},
	Date-Modified = {2011-02-02 15:37:23 +0100},
	Doi = {10.1051/0004-6361:20078451},
	Eprint = {0710.2761},
	Journal = {\aap},
	Keywords = {galaxies: interactions, galaxies: kinematics and dynamics, techniques: spectroscopic},
	Month = mar,
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	Title = {{VLT-VIMOS integral field spectroscopy of luminous and ultraluminous infrared galaxies. I. The sample and first results}},
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	Year = 2008,
	Bdsk-Url-1 = {http://dx.doi.org/10.1051/0004-6361:20078451}}

@article{alfaro01,
	Adsnote = {Provided by the SAO/NASA Astrophysics Data System},
	Adsurl = {http://adsabs.harvard.edu/abs/2001ApJ...550..253A},
	Author = {{Alfaro}, E.~J. and {P{\'e}rez}, E. and {Gonz{\'a}lez Delgado}, R.~M. and {Martos}, M.~A. and {Franco}, J.},
	Date-Added = {2011-02-02 15:36:40 +0100},
	Date-Modified = {2011-02-02 15:36:42 +0100},
	Doi = {10.1086/319720},
	Eprint = {arXiv:astro-ph/0011263},
	Journal = {\apj},
	Keywords = {galaxies: individual (NGC 5427), Galaxies: Kinematics and Dynamics, Galaxies: Spiral, Galaxies: Structure},
	Month = mar,
	Pages = {253-260},
	Title = {{Detection of a Corrugated Velocity Pattern in the Spiral Galaxy NGC 5427}},
	Volume = 550,
	Year = 2001,
	Bdsk-Url-1 = {http://dx.doi.org/10.1086/319720}}

@article{abazajian09,
	Adsnote = {Provided by the SAO/NASA Astrophysics Data System},
	Adsurl = {http://adsabs.harvard.edu/abs/2009ApJS..182..543A},
	Archiveprefix = {arXiv},
	Author = {{Abazajian}, K.~N. and {Adelman-McCarthy}, J.~K. and {Ag{\"u}eros}, M.~A. and {Allam}, S.~S. and {Allende Prieto}, C. and {An}, D. and {Anderson}, K.~S.~J. and {Anderson}, S.~F. and {Annis}, J. and {Bahcall}, N.~A. and et al.},
	Date-Added = {2011-02-02 15:33:47 +0100},
	Date-Modified = {2011-02-02 15:35:55 +0100},
	Doi = {10.1088/0067-0049/182/2/543},
	Eprint = {0812.0649},
	Journal = {\apjs},
	Keywords = {atlases, catalogs, surveys},
	Month = jun,
	Pages = {543-558},
	Title = {{The Seventh Data Release of the Sloan Digital Sky Survey}},
	Volume = 182,
	Year = 2009,
	Bdsk-Url-1 = {http://dx.doi.org/10.1088/0067-0049/182/2/543}}

@article{sandin10,
	Adsnote = {Provided by the SAO/NASA Astrophysics Data System},
	Adsurl = {http://adsabs.harvard.edu/abs/2010A%26A...515A..35S},
	Archiveprefix = {arXiv},
	Author = {{Sandin}, C. and {Becker}, T. and {Roth}, M.~M. and {Gerssen}, J. and {Monreal-Ibero}, A. and {B{\"o}hm}, P. and {Weilbacher}, P.},
	Doi = {10.1051/0004-6361/201014022},
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	Journal = {\aap},
	Keywords = {methods: data analysis, methods: observational, techniques: spectroscopic},
	Month = jun,
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	Primaryclass = {astro-ph.IM},
	Title = {{P3D: a general data-reduction tool for fiber-fed integral-field spectrographs}},
	Volume = 515,
	Year = 2010,
	Bdsk-Url-1 = {http://dx.doi.org/10.1051/0004-6361/201014022}}

@article{husemann10,
	Adsnote = {Provided by the SAO/NASA Astrophysics Data System},
	Adsurl = {http://adsabs.harvard.edu/abs/2010A%26A...519A.115H},
	Archiveprefix = {arXiv},
	Author = {{Husemann}, B. and {S{\'a}nchez}, S.~F. and {Wisotzki}, L. and {Jahnke}, K. and {Kupko}, D. and {Nugroho}, D. and {Schramm}, M.},
	Doi = {10.1051/0004-6361/201014559},
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	Month = sep,
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	Primaryclass = {astro-ph.CO},
	Title = {{Mapping the ionised gas around the luminous QSO HE 1029-1401: evidence for minor merger events?}},
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	Year = 2010,
	Bdsk-Url-1 = {http://dx.doi.org/10.1051/0004-6361/201014559}}

@article{ocvrik2006,
	Adsnote = {Provided by the SAO/NASA Astrophysics Data System},
	Adsurl = {http://adsabs.harvard.edu/abs/2006MNRAS.365...46O},
	Author = {{Ocvirk}, P. and {Pichon}, C. and {Lan{\c c}on}, A. and {Thi{\'e}baut}, E.},
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	Eprint = {arXiv:astro-ph/0505209},
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	Pages = {46-73},
	Title = {{STECKMAP: STEllar Content from high-resolution galactic spectra via Maximum A Posteriori}},
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	Year = 2006,
	Bdsk-Url-1 = {http://dx.doi.org/10.1111/j.1365-2966.2005.09182.x}}

@article{koleva2009,
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	Adsurl = {http://adsabs.harvard.edu/abs/2009A%26A...501.1269K},
	Archiveprefix = {arXiv},
	Author = {{Koleva}, M. and {Prugniel}, P. and {Bouchard}, A. and {Wu}, Y.},
	Doi = {10.1051/0004-6361/200811467},
	Eprint = {0903.2979},
	Journal = {\aap},
	Keywords = {techniques: spectroscopic, methods: data analysis, galaxies: stellar content, stars: fundamental parameters},
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	Primaryclass = {astro-ph.IM},
	Title = {{ULySS: a full spectrum fitting package}},
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	Year = 2009,
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@article{macarthur2009,
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	Adsurl = {http://adsabs.harvard.edu/abs/2009MNRAS.395...28M},
	Archiveprefix = {arXiv},
	Author = {{MacArthur}, L.~A. and {Gonz{\'a}lez}, J.~J. and {Courteau}, S.},
	Doi = {10.1111/j.1365-2966.2009.14519.x},
	Eprint = {0901.4135},
	Journal = {\mnras},
	Keywords = {galaxies: bulges , galaxies: evolution , galaxies: formation , galaxies: spiral , galaxies: stellar content},
	Month = may,
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	Primaryclass = {astro-ph.CO},
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	Year = 2009,
	Bdsk-Url-1 = {http://dx.doi.org/10.1111/j.1365-2966.2009.14519.x}}

@article{sarzi2006,
	Adsnote = {Provided by the SAO/NASA Astrophysics Data System},
	Adsurl = {http://adsabs.harvard.edu/abs/2006MNRAS.366.1151S},
	Author = {{Sarzi}, M. and {Falc{\'o}n-Barroso}, J. and {Davies}, R.~L. and {Bacon}, R. and {Bureau}, M. and {Cappellari}, M. and {de Zeeuw}, P.~T. and {Emsellem}, E. and {Fathi}, K. and {Krajnovi{\'c}}, D. and {Kuntschner}, H. and {McDermid}, R.~M. and {Peletier}, R.~F.},
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	Eprint = {arXiv:astro-ph/0511307},
	Journal = {\mnras},
	Keywords = {galaxies: elliptical and lenticular, cD, galaxies: evolution, galaxies: formation, galaxies: ISM, galaxies: kinematics and dynamics, galaxies: structure},
	Month = mar,
	Pages = {1151-1200},
	Title = {{The SAURON project - V. Integral-field emission-line kinematics of 48 elliptical and lenticular galaxies}},
	Volume = 366,
	Year = 2006,
	Bdsk-Url-1 = {http://dx.doi.org/10.1111/j.1365-2966.2005.09839.x}}

@article{pmont2009,
	Adsnote = {Provided by the SAO/NASA Astrophysics Data System},
	Adsurl = {http://adsabs.harvard.edu/abs/2009MNRAS.398..949P},
	Archiveprefix = {arXiv},
	Author = {{P{\'e}rez-Montero}, E. and {Contini}, T.},
	Doi = {10.1111/j.1365-2966.2009.15145.x},
	Eprint = {0905.4621},
	Journal = {\mnras},
	Keywords = {ISM: abundances , HII regions , galaxies: abundances , galaxies: starburst},
	Month = sep,
	Pages = {949-960},
	Primaryclass = {astro-ph.CO},
	Title = {{The impact of the nitrogen-to-oxygen ratio on ionized nebula diagnostics based on [NII] emission lines}},
	Volume = 398,
	Year = 2009,
	Bdsk-Url-1 = {http://dx.doi.org/10.1111/j.1365-2966.2009.15145.x}}

@article{shepard1968,
	Archiveprefix = {arXiv},
	Author = {{Shepard}, D.},
	Doi = {10.1145/800186.810616},
	Eprint = {0000.0000},
	Journal = {Proceedings of the 1968 ACM National Conference},
	Keywords = {math},
	Month = jan,
	Pages = {517-524},
	Primaryclass = {astro-ph.CO},
	Title = {{A two-dimensional interpolation function for irregularly-spaced data}},
	Volume = 1,
	Year = 1968,
	Bdsk-Url-1 = {http://dx.doi.org/10.1145/800186.810616}}

@ARTICLE{1985ApJ...290..154L,
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  adsnote = {Provided by the SAO/NASA Astrophysics Data System}
}

@ARTICLE{1992A&A...262..455G,
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}

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}

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}

@ARTICLE{2011A&A...531A..72S,
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   adsurl = {http://adsabs.harvard.edu/abs/2011A%26A...531A..72S},
  adsnote = {Provided by the SAO/NASA Astrophysics Data System}
}

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}

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}

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text:
DESCRIPTION = "Demo helper scripts for Matrix v2"

require matrix-gui-apps-git.inc

PR = "${INC_PR}.0"

inherit allarch

S = "${WORKDIR}/git/scripts"

do_install:append(){
    install -d ${D}${bindir}
    install -m 0755 ${S}/optimize-benchmark.sh ${D}${bindir}/
}

FILES:${PN} += "{bindir}/*"

license: MIT

repository: rcn-ee/meta-arago

license_type: permissive

repo_name: rcn-ee/meta-arago

branch_name: refs/heads/master

extension: bb


text:
package numEquivDominoPairs

import "strconv"

func NumEquivDominoPairs(dominoes [][]int) int {
	m, res := make(map[string]int), 0
	for _, v := range dominoes {
		str1 := strconv.Itoa(v[0]*10 + v[1])
		str2 := strconv.Itoa(v[1]*10 + v[0])
		if m[str1] == 0 && m[str2] == 0 {
			m[str1]++
		} else if m[str1] != 0 {
			m[str1]++
		} else {
			m[str2]++
		}
	}
	for _, v := range m {
		for i := 1; i <= v-1; i++ {
			res += i
		}
	}
	return res
}

repository: trumanwong/leetcode

repo_name: trumanwong/leetcode

extension: go


text:
DESCRIPTION = "A library of C functions that enable programs to send control strings to terminals in a way independent of the terminal type"
# Note that tparam.c is from emacs or glibc and appears to be GPL, whereas
# termcap.c is under the GNU LGPL.
LICENSE = "GPLv2"
PR = "0"

SRC_URI = "\
    ftp://ftp.linux.org.uk/pub/linux/libc/termcap-2.0.8.tar.gz \
    file://001_all_termcap-shared.patch \
    file://002_all_termcap-setuid.patch \
    file://003_all_termcap-inst-no-root.patch \
    file://004_all_termcap-compat-glibc21.patch \
    file://005_all_termcap-xref.patch \
    file://006_all_termcap-fix-tc.patch \
    file://007_all_termcap-ignore-p.patch \
    file://008_all_termcap-buffer.patch \
    file://009_all_termcap-bufsize--needs-011.patch \
    file://010_all_termcap-colon.patch \
    file://011_all_termcap-AAARGH.patch \
    file://012_all_libtermcap-compat-2.0.8-fPIC.patch;striplevel=0 \
    file://013_all_libtermcap-compat_bcopy_fix.patch;striplevel=0 \
"
SRC_URI[md5sum] = "b9256cccfd4ddf725e20bf100f8c001a"
SRC_URI[sha256sum] = "83764f2be5e9a7cb174ada280b26b2ca8a4fd645efdf8e41857143b84cea4e8f"

EXTRA_OEMAKE = "\
    'CC=${CC}' \
    'AR=${AR}' \
    'CFLAGS=${CFLAGS} -I.' \
"

do_install () {
    oe_libinstall -a -so -s libtermcap ${D}${libdir}
    install -d ${D}${infodir}
    install -m 0644 termcap.info* ${D}${infodir}/
    install -d ${D}${sysconfdir}
    install -m 0644 termcap.src ${D}${sysconfdir}/termcap
}

NATIVE_INSTALL_WORKS = "1"
BBCLASSEXTEND += "native nativesdk"

repository: overo/overo-oe-natty

repo_name: overo/overo-oe-natty

branch_name: HEAD


text:
% Encoding: UTF-8

@InProceedings{MultiAddressTest,
  author    = {MultiAddressTest},
  location  = {Berlin},
  address   = {Stroudsburg, PA, USA},
  owner     = {Christoph Schwentker},
  timestamp = {2016.09.04},
}

@Comment{jabref-meta: databaseType:biblatex;}

repository: JabRef/jabref

repo_name: JabRef/jabref

branch_name: refs/heads/main

gha_license_id: MIT

gha_language: Java

extension: bib


text:
SUMMARY = "ALSA bindings"
SECTION = "devel/python"
LICENSE = "PSF-2.0"
LIC_FILES_CHKSUM = "file://LICENSE;md5=1a3b161aa0fcec32a0c8907a2219ad9d"

inherit pypi setuptools3

SRC_URI[sha256sum] = "e21175500a2bd310ae3867e7991639defc1e2a5c92cf1b9f7083296b346738ab"

DEPENDS += "alsa-lib"

RDEPENDS:${PN} += "libasound"

repository: openembedded/meta-openembedded

repo_name: openembedded/meta-openembedded

gha_language: BitBake


text:
require recipes-graphics/xorg-driver/xorg-driver-video.inc

DESCRIPTION = "X11 driver for NeoMagic 2200, 2160, 2097, 2093, 2090, 2070"
DEPENDS += " xf86dgaproto"

LIC_FILES_CHKSUM = "file://COPYING;md5=3a6358ddf387f4be24801a5337a021a8"

SRC_URI[md5sum] = "cf95912edda11ac70b994c044e9308c5"
SRC_URI[sha256sum] = "50abf6ac02547900edeaa5073c5f6d2f153f12dd47067cc7e4758e1b74d78874"

repository: gitter-badger/meta-cocon

repo_name: gitter-badger/meta-cocon


text:
DESCRIPTION = "C++ implementation of the Multimedia Internet KEYing (RFC3830)"
HOMEPAGE = "http://www.minisip.org"
SECTION = "libs/network"
PRIORITY = "optional"
DEPENDS = "libmutil0 openssl"
PV = "0.3.2+svn${SRCDATE}"
LICENSE = "LGPL"

inherit autotools

SRC_URI = "svn://svn.minisip.org/minisip/trunk;module=libmikey"
S = "${WORKDIR}/libmikey"


text:
////////////////////////////////////////////////////////////
// SOUND
////////////////////////////////////////////////////////////
var enableMobileSound = true;
var soundOn;

function playSound(target, loop){
	if(soundOn){
		var isLoop;
		if(loop){
			isLoop = -1;
			createjs.Sound.stop();
			musicLoop = createjs.Sound.play(target, createjs.Sound.INTERRUPT_NONE, 0, 0, isLoop, 1);
			if (musicLoop == null || musicLoop.playState == createjs.Sound.PLAY_FAILED) {
				return;
			}else{
				musicLoop.removeAllEventListeners();
				musicLoop.addEventListener ("complete", function(musicLoop) {

				});
			}
		}else{
			isLoop = 0;
			createjs.Sound.play(target);
		}
	}
}

function stopSound(){
	createjs.Sound.stop();
}

/*!
 *
 * PLAY MUSIC - This is the function that runs to play and stop music
 *
 */
$.sound = {};
function playSoundLoop(sound){
	if(soundOn){
		if($.sound[sound]==null){
			$.sound[sound] = createjs.Sound.play(sound);
			$.sound[sound].removeAllEventListeners();
			$.sound[sound].addEventListener ("complete", function() {
				$.sound[sound].play();
			});
		}
	}
}

function stopSoundLoop(sound){
	if(soundOn){
		if($.sound[sound]!=null){
			$.sound[sound].stop();
			$.sound[sound]=null;
		}
	}
}

function setSoundVolume(sound, vol){
	if(soundOn){
		if($.sound[sound]!=null){
			$.sound[sound].volume = vol;
		}
	}
}

/*!
 *
 * TOGGLE MUTE - This is the function that runs to toggle mute
 *
 */
function toggleMute(con){
	createjs.Sound.setMute(con);
}

repository: mixpanel-platform/wakete

repo_name: mixpanel-platform/wakete

extension: js


text:
import React from "react";
import Beer from './Beer'

export default function BeerList(props) {
  const { beers } = props;

  return (
    <div>
        {beers.map(beer => {
            return <Beer beer={beer} key={beer.id} />
        })}
    </div>
  );
}

repository: loganmetzger/hatchways-fe

repo_name: loganmetzger/hatchways-fe


text:
@book{Sun2013,
author = {Sun, Yixiao},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Sun/2013/Nonparametric and Semiparametric Econometrics/Yixiao Sun Nonparametric and Semiparametric econometrics.pdf:pdf},
number = {August},
title = {{Nonparametric and Semiparametric Econometrics}},
year = {2013}
}
@techreport{Hansen2009,
author = {Hansen, Bruce E},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Hansen/2009/Lecture Notes on Nonparametrics/Hansen - 2009 - Lecture Notes on Nonparametrics.pdf:pdf},
mendeley-groups = {Econometrics/NonParametric},
title = {{Lecture Notes on Nonparametrics}},
url = {https://www.ssc.wisc.edu/{~}bhansen/718/NonParametrics1.pdf},
year = {2009}
}

@article{Powell1994,
abstract = {A semiparametric model for observational data combines a parametric form for some component of the data generating process (usually the behavioral relation between the dependent and explanatory variables) with weak nonparametric restrictions on the remainder of the model (usually the distribution of the unobservable errors). This chapter surveys some of the recent literature on semiparametric methods, emphasizing microeconometric applications using limited dependent variable models. An introductory section defines semiparametric models more precisely and reviews the techniques used to derive the large-sample properties of the corresponding estimation methods. The next section describes a number of weak restrictions on error distributions — conditional mean, conditional quantile, conditional symmetry, independence, and index restrictions — and show how they can be used to derive identifying restrictions on the distributions of observables. This general discussion is followed by a survey of a number of specific estimators proposed for particular econometric models, and the chapter concludes with a brief account of applications of these methods in practice.},
author = {Powell, James L.},
doi = {10.1016/S1573-4412(05)80010-8},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Powell/1994/Chapter 41 Estimation of semiparametric models/Powell - 1994 - Chapter 41 Estimation of semiparametric models.pdf:pdf},
isbn = {9780444887665},
issn = {1573-4412},
journal = {Handbook of Econometrics},
month = {jan},
pages = {2443--2521},
publisher = {Elsevier},
title = {{Chapter 41 Estimation of semiparametric models}},
url = {https://www.sciencedirect.com/science/article/pii/S1573441205800108},
volume = {4},
year = {1994}
}
@article{Matzkin2007,
abstract = {When one wants to estimate a model without specifying the functions and distributions parametrically, or when one wants to analyze the identification of a model independently of any particular parametric specification, it is useful to perform a nonparametric analysis of identification. This chapter presents some of the recent results on the identification of nonparametric econometric models. It considers identification in models that are additive in unobservable random terms and in models that are nonadditive in unobservable random terms. Single equation models as well as models with a system of equations are studied. Among the latter, special attention is given to structural models whose reduced forms are triangular in the unobservable random terms, and to simultaneous equations, where the reduced forms are functions of all the unobservable variables in the system. The chapter first presents some general identification results for single-equation models that are additive in unobservable random terms, single-equation models that are nonadditive in unobservable random terms, single-equation models that possess and index structure, simultaneous equations nonadditive in unobservable random terms, and discrete choice models. Then, particular ways of achieving identification are considered. These include making use of conditional independence restrictions, marginal independence restrictions, shape restrictions on functions, shape restrictions on distributions, and restrictions in both functions and distributions. The objective is to provide insight into some of the recent techniques that have been developed recently, rather than on presenting a complete survey of the literature.},
author = {Matzkin, Rosa L.},
doi = {10.1016/S1573-4412(07)06073-4},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Matzkin/2007/Chapter 73 Nonparametric identification/Matzkin - 2007 - Chapter 73 Nonparametric identification.pdf:pdf},
isbn = {9780444532008},
issn = {1573-4412},
journal = {Handbook of Econometrics},
month = {jan},
pages = {5307--5368},
publisher = {Elsevier},
title = {{Chapter 73 Nonparametric identification}},
url = {https://www.sciencedirect.com/science/article/pii/S1573441207060734},
volume = {6},
year = {2007}
}
@misc{Chen2007,
abstract = {Often researchers find parametric models restrictive and sensitive to deviations from the parametric specifications; semi-nonparametric models are more flexible and robust, but lead to other complications such as introducing infinite-dimensional parameter spaces that may not be compact and the optimization problem may no longer be well-posed. The method of sieves provides one way to tackle such difficulties by optimizing an empirical criterion over a sequence of approximating parameter spaces (i.e., sieves); the sieves are less complex but are dense in the original space and the resulting optimization problem becomes well-posed. With different choices of criteria and sieves, the method of sieves is very flexible in estimating complicated semi-nonparametric models with (or without) endogeneity and latent heterogeneity. It can easily incorporate prior information and constraints, often derived from economic theory, such as monotonicity, convexity, additivity, multiplicity, exclusion and nonnegativity. It can simultaneously estimate the parametric and nonparametric parts in semi-nonparametric models, typically with optimal convergence rates for both parts. This chapter describes estimation of semi-nonparametric econometric models via the method of sieves. We present some general results on the large sample properties of the sieve estimates, including consistency of the sieve extremum estimates, convergence rates of the sieve M-estimates, pointwise normality of series estimates of regression functions, root-n asymptotic normality and efficiency of sieve estimates of smooth functionals of infinite-dimensional parameters. Examples are used to illustrate the general results. {\textcopyright} 2007 Elsevier B.V. All rights reserved.},
author = {Chen, Xiaohong},
booktitle = {Handbook of Econometrics},
doi = {10.1016/S1573-4412(07)06076-X},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Chen/2007/Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models/Chen - 2007 - Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models.pdf:pdf},
isbn = {9780444532008},
issn = {15734412},
keywords = {endogeneity in semi-nonparametric models,semiparametric two-step estimation,series,sieve extremum estimation,sieve minimum distance},
month = {jan},
number = {SUPPL. PART B},
pages = {5549--5632},
publisher = {Elsevier},
title = {{Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models}},
url = {https://www.sciencedirect.com/science/article/pii/S157344120706076X{\#}!},
volume = {6},
year = {2007}
}
@book{Li2007,
author = {Li, Q and Racine, JS},
title = {{Nonparametric econometrics: theory and practice}},
url = {https://books.google.ca/books?hl=en{\&}lr={\&}id=BI{\_}PiWazY0YC{\&}oi=fnd{\&}pg=PP2{\&}dq=Nonparametric+Econometrics:+Theory+and+Practice{\&}ots=eZ-ceapk4v{\&}sig=ggm9SJffkTfpu7khr23fOqkq2Fc},
year = {2007}
}
@article{Wolf2008,
author = {Wolf, Michael},
doi = {10.1198/jasa.2008.s235},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Wolf/2008/Nonparametric Econometrics Theory and Practice/Wolf - 2008 - Nonparametric Econometrics Theory and Practice.pdf:pdf},
issn = {0162-1459},
journal = {Journal of the American Statistical Association},
month = {jun},
number = {482},
pages = {885--886},
title = {{Nonparametric Econometrics: Theory and Practice}},
url = {http://www.tandfonline.com/doi/abs/10.1198/jasa.2008.s235},
volume = {103},
year = {2008}
}
@article{Aguirregabiria2017,
abstract = {English Abstract: We review important developments in empirical industrial organization (IO) over the last three decades. The paper is organized around six topics: collusion, demand, productivity, industry dynamics, interfirm contracts and auctions. We present models that are workhorses in empirical IO and describe applications. For each topic, we discuss at least one empirical application using Canadian data. French Abstract: Mod{\`{e}}les empiriques de firmes et d'industries. On passe en revue les d{\'{e}}veloppements importants en organisation industrielle (OI) empirique au cours des trois derni{\`{e}}res d{\'{e}}cennies. Le texte est organis{\'{e}} autour de six enjeux: collusion, demande, productivit{\'{e}}, dynamique industrielle, contrats inter‐firmes, et ench{\`{e}}res. On pr{\'{e}}sente des mod{\`{e}}les qui sont des chevaux de bataille dans l'OI empirique, et on d{\'{e}}crit des applications. Pour chaque enjeu, on discute d'au moins une application empirique utilisant des donn{\'{e}}es canadiennes.},
author = {Aguirregabiria, Victor and Slade, Margaret},
doi = {10.1111/caje.12304},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Aguirregabiria, Slade/2017/Empirical models of firms and industries/Aguirregabiria, Slade, Slade Professor - 2017 - Empirical Models of Firms and Industries.pdf:pdf},
issn = {15405982},
journal = {Canadian Journal of Economics},
keywords = {Empirical IO,L10,L20,L30,L40,L50,collusion,demand for di¤erentiated products,dynamic structural models,empirical auction models JEL codes: C57,inter{\ldots}rm contracts,production functions},
number = {5},
pages = {1445--1488},
title = {{Empirical models of firms and industries}},
url = {http://aguirregabiria.net/wpapers/CJEEmpIO.pdf},
volume = {50},
year = {2017}
}
@unpublished{Aguirregabiria2018,
abstract = {This paper deals with identi{\ldots}cation of discrete games of incomplete information when we allow for three types of unobservables: payo¤-relevant variables, both players' private information and common knowledge; and non-payo¤-relevant variables that determine the selection between multiple equilibria. The speci{\ldots}cation of the payo¤ function and the distributions of the common knowledge unobservables is nonparametric with {\ldots}nite support (i.e., {\ldots}nite mixture model). We provide necessary and su¢ cient conditions for the identi{\ldots}cation of all the primitives of the model. Two types of conditions play a key role in our identi{\ldots}cation results: independence between players'private information, and an exclusion restriction in the payo¤ function. When using a sequential identi{\ldots}cation approach, we {\ldots}nd that the up-to-label-swapping identi{\ldots}cation of the {\ldots}nite mixture model in the {\ldots}rst step creates a problem in the identi{\ldots}cation of the payo¤ function in the second step: unobserved types have to be correctly matched across di¤erent values of observable explanatory variables. We show that this matching-types problem appears in the sequential estimation of other structural models with nonparametric {\ldots}nite mixtures. We derive necessary and su¢ cient conditions for identi{\ldots}cation, and show that additive separability of unobserved heterogeneity in the payo¤ function is a su¢ cient condition to deal with this problem. Keywords: Discrete games of incomplete information; Multiple equilibria in the data; Unob-served heterogeneity; Finite mixture models; identi{\ldots}cation up to label swapping. JEL codes: C13, C35, C57.},
author = {Aguirregabiria, Victor and Mira, Pedro},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Aguirregabiria, Mira/2018/Identi{\ldots}cation of Games of Incomplete Information with Multiple Equilibria and Unobserved Heterogeneity/Aguirregabiria, Mira CEMFI - 2018 - Identi{\ldots}cation of Games of Incomplete Info.pdf:pdf},
title = {{Identi{\ldots}cation of Games of Incomplete Information with Multiple Equilibria and Unobserved Heterogeneity}},
url = {http://aguirregabiria.net/wpapers/mequidata.pdf},
year = {2018}
}
@article{Paula2012,
author = {de Paula, {\'{A}}ureo and Tang, Xun},
doi = {10.3982/ECTA9216},
issn = {0012-9682},
journal = {Econometrica},
keywords = {Bayesian games,Multiple equilibria,identification,multiple testing},
month = {jan},
number = {1},
pages = {143--172},
publisher = {Wiley/Blackwell (10.1111)},
title = {{Inference of Signs of Interaction Effects in Simultaneous Games With Incomplete Information}},
url = {http://doi.wiley.com/10.3982/ECTA9216},
volume = {80},
year = {2012}
}
@article{Guerre2009,
author = {Guerre, Emmanuel and Perrigne, Isabelle and Vuong, Quang},
doi = {10.3982/ECTA7028},
issn = {0012-9682},
journal = {Econometrica},
keywords = {Risk aversion,exclusion restrictions,nonparametric identification,private value},
month = {jul},
number = {4},
pages = {1193--1227},
publisher = {Wiley/Blackwell (10.1111)},
title = {{Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions}},
url = {http://doi.wiley.com/10.3982/ECTA7028},
volume = {77},
year = {2009}
}
@article{Campo2011,
author = {Campo, S. and Guerre, E. and Perrigne, I. and Vuong, Q.},
doi = {10.1093/restud/rdq001},
issn = {0034-6527},
journal = {The Review of Economic Studies},
month = {jan},
number = {1},
pages = {112--147},
publisher = {Oxford University Press},
title = {{Semiparametric Estimation of First-Price Auctions with Risk-Averse Bidders}},
url = {https://academic.oup.com/restud/article-lookup/doi/10.1093/restud/rdq001},
volume = {78},
year = {2011}
}
@article{Guerre2000,
author = {Guerre, Emmanuel and Perrigne, Isabelle and Vuong, Quang},
doi = {10.1111/1468-0262.00123},
issn = {0012-9682},
journal = {Econometrica},
keywords = {First‐price auctions,independent private value,kernel estimation,minimax theory.,nonparametric identification,two‐stage nonparametric estimation},
month = {may},
number = {3},
pages = {525--574},
publisher = {Wiley/Blackwell (10.1111)},
title = {{Optimal Nonparametric Estimation of First-price Auctions}},
url = {http://doi.wiley.com/10.1111/1468-0262.00123},
volume = {68},
year = {2000}
}
@article{Athey2018,
author = {Athey, Susan and Imbens, Guido W. and Wager, Stefan},
doi = {10.1111/rssb.12268},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Athey, Imbens, Wager/2018/Approximate residual balancing debiased inference of average treatment effects in high dimensions/Athey, Imbens, Wager - 2018 - Approximate residual balancing debiased inference of.pdf:pdf},
issn = {13697412},
journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
keywords = {Causal inference,Potential outcomes,Propensity score,Sparse estimation},
month = {sep},
number = {4},
pages = {597--623},
title = {{Approximate residual balancing: debiased inference of average treatment effects in high dimensions}},
url = {http://doi.wiley.com/10.1111/rssb.12268},
volume = {80},
year = {2018}
}
@article{Friedberg2018,
abstract = {Random forests are a powerful method for non-parametric regression, but are limited in their ability to fit smooth signals, and can show poor predictive performance in the presence of strong, smooth effects. Taking the perspective of random forests as an adaptive kernel method, we pair the forest kernel with a local linear regression adjustment to better capture smoothness. The resulting procedure, local linear forests, enables us to improve on asymptotic rates of convergence for random forests with smooth signals, and provides substantial gains in accuracy on both real and simulated data.},
archivePrefix = {arXiv},
arxivId = {1807.11408},
author = {Friedberg, Rina and Tibshirani, Julie and Athey, Susan and Wager, Stefan},
eprint = {1807.11408},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Friedberg et al/2018/Local Linear Forests/Friedberg et al. - 2018 - Local Linear Forests.pdf:pdf},
month = {jul},
title = {{Local Linear Forests}},
url = {http://arxiv.org/abs/1807.11408},
year = {2018}
}
@article{Ostrovsky2018,
abstract = {We study the interplay between autonomous transportation, carpooling, and road pricing. We discuss how improvements in these technologies, and interactions among them, will affect transportation markets. Our main results show how to achieve socially efficient outcomes in such markets, taking into account the costs of driving, road capacity, and commuter preferences. An important component of the efficient outcome is the socially optimal matching of carpooling riders. Our approach shows how to set road prices and how to share the costs of driving and tolls among carpooling riders in a way that implements the efficient outcome.},
author = {Ostrovsky, Michael and Schwarz, Michael and Amin, Saurabh and Bayen, Alexandre and Edelman, Ben and Kamenica, Emir and Varian, Hal},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Ostrovsky et al/2018/NBER WORKING PAPER SERIES CARPOOLING AND THE ECONOMICS OF SELF-DRIVING CARS/Ostrovsky et al. - 2018 - NBER WORKING PAPER SERIES CARPOOLING AND THE ECONOMICS OF SELF-DRIVING CARS.pdf:pdf},
title = {{NBER WORKING PAPER SERIES CARPOOLING AND THE ECONOMICS OF SELF-DRIVING CARS}},
url = {http://www.nber.org/papers/w24349},
year = {2018}
}
@article{Dube2009,
author = {Dub{\'{e}}, Jean-Pierre and Fox, Jeremy and Su, Che-Lin},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Dub{\'{e}}, Fox, Su/2009/Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation/Dub{\'{e}}, Fox, Su - 2009 - Improving the Numerical Performance of BLP Stati.pdf:pdf},
title = {{Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation}},
url = {http://www.nber.org/papers/w14991},
year = {2009}
}
@misc{Newey1994,
author = {Newey, Whitney K. and McFadden, Daniel},
booktitle = {Handbook of Econometrics},
doi = {10.1016/S1573-4412(05)80005-4},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Newey, McFadden/1994/Large sample estimation and hypothesis testing/Newey, McFadden - 1994 - Large sample estimation and hypothesis testing.pdf:pdf},
isbn = {9780444887665},
issn = {15734412},
month = {jan},
pages = {2111--2245},
publisher = {Elsevier},
title = {{Chapter 36 Large sample estimation and hypothesis testing}},
url = {https://www.sciencedirect.com/science/article/pii/S1573441205800054},
volume = {4},
year = {1994}
}
@incollection{Ackerberg2007,
author = {Ackerberg, Daniel and Benkard, Lanier and Berry, Steven and Pakes, Ariel},
booktitle = {Handbook of Econometrics},
doi = {10.1016/S1574-0080(87)80001-9},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Ackerberg et al/2007/Econometric tools for analysing market outcomes/Ackerberg et al. - 2007 - Econometric tools for analysing market outcomes.pdf:pdf},
isbn = {9780444879707},
keywords = {and harvard university,c1,c3,c5,c7,demand estimation,dynamic estima-,equilibrium outcomes,jel classification,l1,l4,l5,production function estimation,stanford university,strategic interactions,the authors are from,the ucla,tion,yale university},
pages = {4171--4276},
title = {{Econometric tools for analysing market outcomes}},
volume = {6},
year = {2007}
}
@article{Kasahara2009,
author = {Kasahara, Hiroyuki and Shimotsu, Katsumi},
doi = {10.3982/ECTA6763},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Kasahara, Shimotsu/2009/Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices/Kasahara, Shimotsu - 2009 - Nonparametric Identification of Finite Mixture Models of Dynamic Discret.pdf:pdf},
issn = {0012-9682},
journal = {Econometrica},
keywords = {Dynamic discrete choice models,finite mixture,nonparametric identification,panel data,unobserved heterogeneity},
month = {jan},
number = {1},
pages = {135--175},
publisher = {Blackwell Publishing Ltd},
title = {{Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices}},
url = {http://doi.wiley.com/10.3982/ECTA6763},
volume = {77},
year = {2009}
}
@article{Cho2007,
author = {Cho, Jin Seo and White, Halbert},
doi = {10.1111/j.1468-0262.2007.00809.x},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Cho, White/2007/Testing for regime switching/Cho, White - 2007 - Testing for regime switching.pdf:pdf},
issn = {00129682},
journal = {Econometrica},
keywords = {Markov regime switching,bounds for critical values,cartel stability,likelihood ratio statistic,mixture model,null distribution},
month = {nov},
number = {6},
pages = {1671--1720},
publisher = {Blackwell Publishing Ltd},
title = {{Testing for regime switching}},
url = {http://doi.wiley.com/10.1111/j.1468-0262.2007.00809.x},
volume = {75},
year = {2007}
}
@article{Fan1997,
author = {Fan, Jianqing and Gasser, Theo and Gijbels, Ir{\`{e}}ne and Brockmann, Michael and Engel, Joachim},
doi = {10.1023/A:1003162622169},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Fan et al/1997/Local Polynomial Regression Optimal Kernels and Asymptotic Minimax Efficiency/Fan et al. - 1997 - Local Polynomial Regression Optimal Kernels and Asymptotic Minimax Efficiency.pdf:pdf},
issn = {0020-3157},
journal = {Annals of the Institute of Statistical Mathematics},
month = {mar},
number = {1},
pages = {79--99},
publisher = {Kluwer Academic Publishers},
title = {{Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency}},
url = {http://link.springer.com/10.1023/A:1003162622169},
volume = {49},
year = {1997}
}
@unpublished{Kasahara2015,
author = {Kasahara, Hiroyuki and Schrimpf, Paul and Suzuki, Michio},
booktitle = {Working Paper},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Kasahara, Schrimpf, Suzuki/2015/Identification and estimation of production function with unobserved heterogeneity/Kasahara, Schrimpf, Suzuki - 2015 - Identification and estimation of production function wi.pdf:pdf;:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Kasahara, Schrimpf, Suzuki/2015/Identification and estimation of production function with unobserved heterogeneity/Kasahara, Schrimpf, Suzuki - 2015 - Identification and Estimation of Production Function(2).pdf:pdf},
title = {{Identification and estimation of production function with unobserved heterogeneity}},
url = {http://faculty.arts.ubc.ca/pschrimpf/research/IdentificationAndEstimationOfProduct{\_}preview.pdf},
year = {2015}
}
@article{Todd2006,
author = {Todd, Petra E and Wolpin, Kenneth I},
doi = {10.1257/aer.96.5.1384},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Todd, Wolpin/2006/Assessing the Impact of a School Subsidy Program in Mexico Using a Soc Experiment to Validate a Dynam Fertility Behavioral Model of Child S./Todd, Wolpin - 2006 - Assessing the Impact of.pdf:pdf},
isbn = {00028282},
issn = {0002-8282},
journal = {The American Economic Review},
number = {5},
pages = {1384--1417},
title = {{Assessing the Impact of a School Subsidy Program in Mexico : Using a Soc Experiment to Validate a Dynam Fertility Behavioral Model of Child Schooling}},
url = {https://eml.berkeley.edu/{~}webfac/bardhan/e271{\_}sp03/todd.pdf},
volume = {96},
year = {2006}
}
@article{Ryan2012,
author = {Ryan, Stephen P.},
doi = {10.3982/ECTA6750},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Ryan/2012/The Costs of Environmental Regulation in a Concentrated Industry/Ryan - 2012 - The Costs of Environmental Regulation in a Concentrated Industry.pdf:pdf},
issn = {0012-9682},
journal = {Econometrica},
keywords = {Clean air act,dynamic games,environmental regulation,portland cement},
month = {may},
number = {3},
pages = {1019--1061},
publisher = {Blackwell Publishing Ltd},
title = {{The Costs of Environmental Regulation in a Concentrated Industry}},
url = {http://doi.wiley.com/10.3982/ECTA6750},
volume = {80},
year = {2012}
}
@article{Arcidiacono2011,
abstract = {Many discrete decisions are made with an eye toward how they will affect future outcomes. Formulating and estimating the underlying models that generate these decisions is difficult. Conditional choice probability (CCP) estimators often provide simpler ways to estimate dynamic discrete choice problems. Recent work shows how to frame dynamic discrete choice problems in a way that is conducive to CCP estimation and demonstrates that CCP estimators call be adapted to handle rich patterns of unobserved state variables.},
author = {Arcidiacono, Peter and Ellickson, Paul},
doi = {10.1146/annurev-economics-111809-125038},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Arcidiacono, Ellickson/2011/Practical Methods for Estimation of Dynamic Discrete Choice Models/Arcidiacono, Ellickson - 2011 - Practical Methods for Estimation of Dynamic Discrete Choice Models.pdf:pdf},
isbn = {1941-1383},
issn = {1941-1383},
journal = {Annual Review of Economics},
number = {1},
title = {{Practical Methods for Estimation of Dynamic Discrete Choice Models}},
volume = {3},
year = {2011}
}
@article{Hong2015,
author = {Hong, Han and Li, Weiming and Wang, Boyu},
doi = {10.1016/J.JECONOM.2015.03.009},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Hong, Li, Wang/2015/Estimation of dynamic discrete models from time aggregated data/Hong, Li, Wang - 2015 - Estimation of dynamic discrete models from time aggregated data.pdf:pdf},
journal = {Journal of Econometrics},
month = {oct},
number = {2},
pages = {435--446},
publisher = {North-Holland},
title = {{Estimation of dynamic discrete models from time aggregated data}},
url = {http://www.sciencedirect.com/science/article/pii/S0304407615000780},
volume = {188},
year = {2015}
}
@article{Chernozhukov2007,
abstract = {This paper develops a framework for performing estimation and inference in econometric models with partial identification, focusing particularly on models characterized by moment inequalities and equalities. Applications of this framework include the analysis of game-theoretic models, revealed preference restrictions, regressions with missing and corrupted data, auction models, structural quantile regressions, and asset pricing models. Specifically, we provide estimators and confidence regions for the set of minimizers OI of an econometric criterion function Q(O). In applications, the criterion functio embodies testable restrictions on economic models. A parameter value 0 that describe an economic model satisfies these restrictions if Q(0) attains its minimum at this value Interest therefore focuses on the set of minimizers, called the identified set. We use the inversion of the sample analog, Q,(O), of the population criterion, Q(0), to construc estimators and confidence regions for the identified set, and develop consistency, rates of convergence, and inference results for these estimators and regions. To derive thes results, we develop methods for analyzing the asymptotic properties of sample criterio functions under set identification.},
author = {Chernozhukov, Victor and Hong, Han and Tamer, Elie},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Chernozhukov, Hong, Tamer/2007/Estimation and Confidence Regions for Parameter Sets in Econometric Models/Chernozhukov, Hong, Tamer - 2007 - Estimation and Confidence Regions for Parameter Sets in Econometr.pdf:pdf},
journal = {Econometrica},
number = {5},
pages = {1243--1284},
title = {{Estimation and Confidence Regions for Parameter Sets in Econometric Models}},
url = {http://www.jstor.org/stable/4502031{\%}0Ahttp://www.jstor.org/stable/4502031},
volume = {75},
year = {2007}
}
@article{Arcidiacono2003,
author = {Arcidiacono, Peter and Jones, John Bailey},
doi = {10.1111/1468-0262.00431},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Arcidiacono, Jones/2003/Finite Mixture Distributions, Sequential Likelihood and the EM Algorithm/Arcidiacono, Jones - 2003 - Finite Mixture Distributions, Sequential Likelihood and the EM Algorithm.pdf:pdf},
issn = {0012-9682},
journal = {Econometrica},
keywords = {EM algorithm,Unobserved heterogeneity,dynamic discrete choice,mixture distributions},
month = {may},
number = {3},
pages = {933--946},
publisher = {Blackwell Science Ltd},
title = {{Finite Mixture Distributions, Sequential Likelihood and the EM Algorithm}},
url = {http://doi.wiley.com/10.1111/1468-0262.00431},
volume = {71},
year = {2003}
}
@article{Doraszelski2010,
author = {Doraszelski, Ulrich and Satterthwaite, Mark},
doi = {10.1111/j.1756-2171.2010.00097.x},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Doraszelski, Satterthwaite/2010/Computable Markov-perfect industry dynamics/Doraszelski, Satterthwaite - 2010 - Computable Markov-perfect industry dynamics.pdf:pdf},
issn = {07416261},
journal = {The RAND Journal of Economics},
month = {jun},
number = {2},
pages = {215--243},
publisher = {Blackwell Publishing Inc},
title = {{Computable Markov-perfect industry dynamics}},
url = {http://doi.wiley.com/10.1111/j.1756-2171.2010.00097.x},
volume = {41},
year = {2010}
}
@article{Abraham2017,
author = {Abraham, Mathew and Kulkarni, Ankur},
doi = {10.1007/s13235-017-0231-9},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Abraham, Kulkarni/2017/An Approach Based on Generalized Nash Games and Shared Constraints for Discrete Time Dynamic Games/Abraham, Kulkarni - 2017 - An Approach Based on Generalized Nash Games and Shared Co.pdf:pdf},
issn = {2153-0785},
journal = {Dynamic Games and Applications},
month = {sep},
pages = {1--30},
publisher = {Springer US},
title = {{An Approach Based on Generalized Nash Games and Shared Constraints for Discrete Time Dynamic Games}},
url = {http://link.springer.com/10.1007/s13235-017-0231-9},
year = {2017}
}
@article{Doraszelski2007,
author = {Doraszelski, Ulrich and Pakes, Ariel},
doi = {10.1016/S1573-448X(06)03030-5},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Doraszelski, Pakes/2007/A Framework for Applied Dynamic Analysis in IO/Doraszelski, Pakes - 2007 - Chapter 30 A Framework for Applied Dynamic Analysis in IO.pdf:pdf},
isbn = {9780444824356},
issn = {1573448X},
journal = {Handbook of Industrial Organization},
keywords = {Applications,Computational techniques,Dynamic oligopoly,Markov perfect equilibrium,Multiple equilibria},
number = {December 2007},
pages = {1887--1966},
pmid = {3915950704384090875},
title = {{A Framework for Applied Dynamic Analysis in IO}},
url = {https://www.researchgate.net/profile/Ariel{\_}Pakes/publication/222684151{\_}A{\_}Framework{\_}for{\_}Applied{\_}Dynamic{\_}Analysis{\_}in{\_}IO/links/53eeb8bd0cf26b9b7dcdd971/A-Framework-for-Applied-Dynamic-Analysis-in-IO.pdf http://linkinghub.elsevier.com/retrieve/pii/S1573448X06},
volume = {3},
year = {2007}
}
@article{Aguirregabiria2012b,
author = {Aguirregabiria, Victor and Magesan, Arvind},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Aguirregabiria, Magesan/2012/Identification and estimation of dynamic games when players' beliefs are not in equilibrium/Aguirregabiria, Magesan - 2012 - Identification and estimation of dynamic games when.pdf:pdf},
pages = {None pages},
title = {{Identification and estimation of dynamic games when players' beliefs are not in equilibrium}},
url = {http://repec.economics.utoronto.ca/files/tecipa-449.pdf{\%}5Cnhttp://search.ebscohost.com/login.aspx?direct=true{\&}db=ecn{\&}AN=1292189{\&}site=ehost-live},
year = {2012}
}
@techreport{Greenstreet2007,
author = {Greenstreet, David},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Greenstreet/2007/Exploiting sequential learning to estimate establishment-level productivity dynamics and decision rules/Greenstreet - 2007 - Exploiting sequential learning to estimate establishment-level p.pdf:pdf},
institution = {Department of Social and Decision Sciences},
keywords = {Chilean manufacturing,exit hazard,investment rates,microeconomic productivity dynamics,sequential learning,unbalanced panels},
pages = {99},
title = {{Exploiting sequential learning to estimate establishment-level productivity dynamics and decision rules}},
url = {http://repository.cmu.edu/sds},
year = {2007}
}
@article{Pakes1995,
author = {Pakes, Ariel and Olley, Steven},
doi = {10.1016/0304-4076(94)01605-Y},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Pakes, Olley/1995/A limit theorem for a smooth class of semiparametric estimators/Pakes, Olley - 1995 - A limit theorem for a smooth class of semiparametric estimators(2).pdf:pdf},
issn = {03044076},
journal = {Journal of Econometrics},
keywords = {Selection and simultaneity biases in production fu,Semiparametric m-estimators},
month = {jan},
number = {1},
pages = {295--332},
title = {{A limit theorem for a smooth class of semiparametric estimators}},
url = {http://linkinghub.elsevier.com/retrieve/pii/030440769401605Y},
volume = {65},
year = {1995}
}
@incollection{Newey,
author = {Newey, Whitney K. and McFadden, Daniel},
booktitle = {Handbook of Econometrics},
doi = {10.1016/S1573-4412(05)80005-4},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Newey, McFadden/1994/Large sample estimation and hypothesis testing/Newey, McFadden - 1994 - Large sample estimation and hypothesis testing.pdf:pdf},
isbn = {9780444887665},
issn = {15734412},
pages = {2111--2245},
title = {{Large sample estimation and hypothesis testing}},
url = {http://www.unc.edu/{~}saraswat/teaching/econ870/fall11/NM{\_}94.pdf},
volume = {4},
year = {1994}
}
@article{Lee2013,
abstract = {We develop a tractable and applicable dynamic model of network formation with transfers in the presence of externalities. Our primary application is the estimation of primitives and prediction of counterfactual outcomes in bilateral oligopoly and buyer-seller networks. The framework takes as primitives each agent's static profits, and provides the equilibrium recurrent class of networks and negotiated transfers. Importantly, agents anticipate future changes to the network, and links may be costly to form, maintain, or break. We detail the computation and es-timation of a Markov-Perfect equilibrium in this environment, and highlight the approach using simulated data motivated by insurer-hospital negotiations. We explore the impact of hospital mergers on negotiated payments, insurer premiums, and consumer welfare, and demonstrate how accounting for dynamics yields substantively different predictions than traditional static approaches.},
author = {Lee, Robin S and Fong, Kyna},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Lee, Fong/2013/Markov-Perfect Network Formation An Applied Framework for Bilateral Oligopoly and Bargaining in Buyer-Seller Networks/Lee et al. - 2013 - Markov-Perfect Network Formation An Applied Framework.pdf:pdf},
keywords = {Bilateral oligopoly,C78,D85,I11,L13,L14,bargaining,buyer-seller networks,network formation JEL},
title = {{Markov-Perfect Network Formation An Applied Framework for Bilateral Oligopoly and Bargaining in Buyer-Seller Networks *}},
url = {http://www.people.fas.harvard.edu/{~}robinlee/papers/MPNENetworkFormation.pdf},
year = {2013}
}
@article{Hsieh2017,
author = {Hsieh, Chih-Sheng and KKnig, Michael and Liu, Xiaodong},
doi = {10.2139/ssrn.2917560},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Hsieh, KKnig, Liu/2017/Network Formation with Local Complements and Global Substitutes The Case of R{\&}D Networks/Hsieh, KKnig, Liu - 2017 - Network Formation with Local Complements and Global Substitutes The.pdf:pdf},
issn = {1556-5068},
journal = {SSRN Electronic Journal},
keywords = {Network formation,key player,mergers and acquisitions,peer effects,subsidies,technology spillovers},
title = {{Network Formation with Local Complements and Global Substitutes: The Case of R{\&}D Networks}},
url = {http://www.ssrn.com/abstract=2917560},
year = {2017}
}
@article{Phillips1995,
author = {Phillips, Peter},
doi = {10.2307/2171721},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Phillips/1995/Fully modified least squares and vector autoregression/Phillips - 1995 - Fully modified least squares and vector autoregression.pdf:pdf},
isbn = {0012-9682},
issn = {00129682},
journal = {Econometrica},
keywords = {Causality testing,cointegration,fully modified regression,fully modified vector autoregression,hyperconsistency,long-run covariance matrix,one-sided long-run covariance matrix,some unit roots},
number = {5},
pages = {1023--1078},
title = {{Fully modified least squares and vector autoregression}},
url = {http://www.jstor.org/stable/2171721 http://www.jstor.org/stable/2171721?seq=1{\&}cid=pdf-reference{\#}references{\_}tab{\_}contents http://about.jstor.org/terms http://www.econometricsociety.org},
volume = {63},
year = {1995}
}
@article{Boldea2009,
author = {Boldea, O and Magnus, JR},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Boldea, Magnus/2009/Maximum likelihood estimation of the multivariate normal mixture model/Boldea, Magnus - 2009 - Maximum likelihood estimation of the multivariate normal mixture model.pdf:pdf},
journal = {Journal of the American Statistical},
title = {{Maximum likelihood estimation of the multivariate normal mixture model}},
url = {http://www.tandfonline.com/doi/abs/10.1198/jasa.2009.tm08273},
year = {2009}
}
@article{Dempster1977,
archivePrefix = {arXiv},
arxivId = {0710.5696v2},
author = {Dempster, A.P. and Laird, N.M. and Rubin, Donald B},
doi = {http://dx.doi.org/10.2307/2984875},
eprint = {0710.5696v2},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Dempster, Laird, Rubin/1977/Maximum likelihood from incomplete data via the EM algorithm/Dempster, Laird, Rubin - 1977 - Maximum likelihood from incomplete data via the EM algorithm.pdf:pdf},
isbn = {0000000779},
issn = {00359246},
journal = {Journal of the Royal Statistical Society Series B Methodological},
number = {1},
pages = {1--38},
pmid = {9501024},
title = {{Maximum likelihood from incomplete data via the EM algorithm}},
url = {http://links.jstor.org/sici?sici=0035-9246{\%}25281977{\%}252939{\%}253A1{\%}253C1{\%}253AMLFIDV{\%}253E2.0.CO{\%}253B2-Z http://www.jstor.org/stable/10.2307/2984875},
volume = {39},
year = {1977}
}
@article{Mcfadden1989,
author = {Mcfadden, Daniel},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Mcfadden/1989/A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration/Mcfadden - 1989 - A Method of Simulated Moments for Estimation of Discrete Response Model.pdf:pdf},
journal = {Econometrica},
number = {5},
pages = {995--1026},
title = {{A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration}},
url = {http://www.jstor.org/stable/1913621},
volume = {57},
year = {1989}
}
@article{Aguirregabiria2010,
author = {Aguirregabiria, Victor and Nevo, Aviv},
doi = {10.1017/CBO9781139060035.003},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Aguirregabiria, Nevo/2010/Recent developments in empirical dynamic models of demand and competition in oligopoly markets/Aguirregabiria, Nevo - 2010 - Recent developments in empirical dynamic models of dema.pdf:pdf},
isbn = {9781139060035},
issn = {1556-5068},
journal = {Unpublished manuscript. July},
keywords = {counterfactual experiments,dynamic demand,dynamic games,estimation,inclusive values,industrial organization,multiple equilibria,oligopoly competition,unobserved het},
number = {3},
pages = {483--507},
pmid = {910},
title = {{Recent developments in empirical dynamic models of demand and competition in oligopoly markets}},
url = {http://www.webmeets.com/files/papers/ESWC/2010/3050/worldcongress{\_}aviv{\_}victor{\_}070810.pdf http://www.acrobatplanet.com/go/Recent{\_}Developments{\_}in{\_}Empirical.pdf{\%}5Cnhttp://www.webmeets.com/files/papers/ESWC/2010/3050/worldcongress{\_}aviv{\_}victor{\_}070810.pdf},
volume = {51},
year = {2010}
}
@article{Bajari2013,
author = {Bajari, Patrick and Hong, Han and Nekipelov, Denis},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Bajari, Hong, Nekipelov/2010/Game theory and econometrics A survey of some recent research/Bajari, Hong, Nekipelov - 2010 - Game theory and econometrics A survey of some recent research.pdf:pdf},
journal = {Advances in Economics and},
pages = {1--43},
title = {{Game theory and econometrics: A survey of some recent research}},
year = {2010}
}
@misc{Eddelbuettel,
author = {Eddelbuettel, Dirk and Sanderson, Conrad},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Eddelbuettel, Sanderson/Unknown/RcppArmadillo Accelerating R with high-performance C/Eddelbuettel, Sanderson - Unknown - RcppArmadillo Accelerating R with high-performance C.pdf:pdf},
keywords = {C++,R,Software,linear algebra},
title = {{RcppArmadillo: Accelerating R with high-performance C+}},
url = {http://ac.els-cdn.com/S0167947313000492/1-s2.0-S0167947313000492-main.pdf?{\_}tid=981b84ee-5d67-11e5-8aa2-00000aab0f27{\&}acdnat=1442513702{\_}91773196c42dd9f26ce268fb76eb0e2a},
urldate = {2016-10-19}
}
@article{Kasahara2015a,
author = {Kasahara, Hiroyuki and Shimotsu, Katsumi},
doi = {10.1080/01621459.2014.986272},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Kasahara, Shimotsu/2015/Testing the number of components in normal mixture regression models/Kasahara, Shimotsu - 2015 - Testing the number of components in normal mixture regression models.pdf:pdf},
issn = {0162-1459},
journal = {Journal of the American Statistical Association},
keywords = {asymptotic distribution,likelihood ratio test,local MLE,modied EM test,number of components,reparameterization},
number = {512},
pages = {1632--1645},
title = {{Testing the number of components in normal mixture regression models}},
volume = {110},
year = {2015}
}
@article{Rust1994,
author = {Rust, John},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Rust/1994/Structural estimation of Markov Decision Processes/Rust - 1994 - Structural estimation of Markov Decision Processes.pdf:pdf},
journal = {Handbook of econometrics},
pages = {3081--3143},
title = {{Structural estimation of Markov Decision Processes}},
volume = {4},
year = {1994}
}
@article{Hansen2008,
author = {Hansen, Bruce},
doi = {10.1017/S0266466608080304},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Hansen/2008/Uniform Convergence Rates for Kernel Estimation With Dependent Data/Hansen - 2008 - Uniform Convergence Rates for Kernel Estimation With Dependent Data.pdf:pdf},
issn = {0266-4666},
journal = {Econometric Theory},
number = {03},
pages = {726--748},
title = {{Uniform Convergence Rates for Kernel Estimation With Dependent Data}},
volume = {24},
year = {2008}
}
@book{Hansen2015,
author = {Hansen, Bruce E},
file = {:C$\backslash$:/Users/Jasmine/Documents/Mendeley Desktop/Hansen/2015/Econometrics/Hansen - 2015 - Econometrics.pdf:pdf},
title = {{Econometrics}},
year = {2015}
}


text:
require recipes-support/attr/${PN}_2.4.47.bb

FILESEXTRAPATHS_prepend = "${COREBASE}/meta/recipes-support/attr/files:"

inherit debian-package
DEBIAN_SECTION = "utils"
DPR = "0"

LICENSE = "GPL-2.0"
LIC_FILES_CHKSUM = " \
file://README;md5=62961c60371497ed780ec2bd0fc348fa \
file://libattr/libattr.c;md5=34b70c13046cbfa57a0194e9c97cc40b \
"

SRC_URI += " \
file://relative-libdir.patch;striplevel=0 \
file://run-ptest \
"

repository: takuya-t/meta-debian

repo_name: takuya-t/meta-debian

branch_name: refs/heads/daisy


text:
DESCRIPTION = "library for accessing the SH-Mobile MERAM"
AUTHOR = "Damian Hobson-Garcia <dhobsong@igel.co.jp>"
BUGTRACKER = ""

SECTION = "libs"
PRIORITY = "optional"

PR = "r0"

inherit autotools pkgconfig

LICENSE = "LGPLv2.0+"
LIC_FILES_CHKSUM = "file://COPYING;md5=3214f080875748938ba060314b4f727d"

SRCREV = "2d9b1c32e17ddb260d592826a13fd5c8e0bdb763"
SRC_URI = "git://github.com/renesas-devel/libshmeram.git \
	file://configfile-path.patch \
	"
S = "${WORKDIR}/git/"

DEPENDS = "libuiomux"

do_configure() {
	autoreconf -ivf ${S}
	oe_runconf
}

# install to libshmeram
FILES_${PN} += "${sysconfdir}/*"

gha_language: Python


text:
SUMMARY = "This is a python library for accessing resources protected by OAuth 2.0"
HOMEPAGE = "http://github.com/google/oauth2client"
SECTION = "devel/python"
LICENSE = "Apache-2.0"
LIC_FILES_CHKSUM = "file://LICENSE;md5=88f599f710b9d48dad0929ebd090fc1a"
RDEPENDS_${PN} = "python-httplib2 python-six python-uritemplate"

SRCREV = "c815c2babd6ed811ba426e014f03978d48f59d9c"

SRC_URI = "git://github.com/google/oauth2client.git;protocol=git;branch=master"

S = "${WORKDIR}/git"

inherit setuptools

CLEANBROKEN = "1"

repository: opendreambox/opendreambox

repo_name: opendreambox/opendreambox

branch_name: refs/heads/pyro

gha_license_id: NOASSERTION


text:
# Copyright (C) 2016 Jens Rehsack <sno@netbsd.org>
# Released under the MIT license (see COPYING.MIT for the terms)

DESCRIPTION = "Init Update Stick"
HOMEPAGE = "http://www.homepilot.de/"

COMPATIBLE_MACHINE = "(bohr-update)"

LICENSE = "GPL-2.0"
LIC_FILES_CHKSUM = "file://${COMMON_LICENSE_DIR}/GPL-2.0;md5=801f80980d171dd6425610833a22dbe6"

FILESEXTRAPATHS_prepend := "${THISDIR}/files:"
SRC_URI = "\
    file://backup-nand.sh \
    file://restore-nand.sh \
"

do_install () {
    install -d ${D}${bindir}
    install -m 0755 ${WORKDIR}/backup-nand.sh ${D}${bindir}/backup-nand
    install -m 0755 ${WORKDIR}/restore-nand.sh ${D}${bindir}/restore-nand
}

repository: rdm-dev/meta-jens

repo_name: rdm-dev/meta-jens

branch_name: refs/heads/jethro-kiebitzsee


text:
@article{Quintana2020a,
 abstract = {Open research data provide considerable scientific, societal, and economic benefits. However, disclosure risks can sometimes limit the sharing of open data, especially in datasets that include sensitive details or information from individuals with rare disorders. This article introduces the concept of synthetic datasets, which is an emerging method originally developed to permit the sharing of confidential census data. Synthetic datasets mimic real datasets by preserving their statistical properties and the relationships between variables. Importantly, this method also reduces disclosure risk to essentially nil as no record in the synthetic dataset represents a real individual. This practical guide with accompanying R script enables biobehavioural researchers to create synthetic datasets and assess their utility via the synthpop R package. By sharing synthetic datasets that mimic original datasets that could not otherwise be made open, researchers can ensure the reproducibility of their results and facilitate data exploration while maintaining participant privacy.},
 author = {Quintana, Daniel S},
 doi = {10.7554/eLife.53275},
 editor = {Zaidi, Mone and Büchel, Christian and Bishop, Dorothy V M},
 file = {Full Text PDF:/Users/danielqu/Zotero/storage/3CMIJRVB/Quintana - 2020 - A synthetic dataset primer for the biobehavioural .pdf:application/pdf},
 issn = {2050-084X},
 journal = {eLife},
 keywords = {data, meta-research, statistics},
 month = {March},
 note = {Publisher: eLife Sciences Publications, Ltd},
 pages = {e53275},
 title = {A synthetic dataset primer for the biobehavioural sciences to promote reproducibility and hypothesis generation},
 url = {https://doi.org/10.7554/eLife.53275},
 urldate = {2020-04-20},
 volume = {9},
 year = {2020}
}


text:
package dot

import (
	"math/rand"
	"testing"

	"golang.org/x/sys/cpu"
)

//go:generate go run asm.go -out dot.s -stubs stub.go

func RequireISAs(t *testing.T) {
	t.Helper()
	if !(cpu.X86.HasAVX && cpu.X86.HasFMA) {
		t.Skip("requires AVX and FMA3 instruction sets")
	}
}

func TestEmpty(t *testing.T) {
	RequireISAs(t)
	if Dot(nil, nil) != 0.0 {
		t.Fatal("expect dot product of empty vectors to be zero")
	}
}

func TestLengths(t *testing.T) {
	RequireISAs(t)
	const epsilon = 0.00001
	for n := 0; n < 1000; n++ {
		x, y := RandomVector(n), RandomVector(n)
		got := Dot(x, y)
		expect := Expect(x, y)
		relerr := got/expect - 1.0
		if Abs(relerr) > epsilon {
			t.Fatalf("bad result on vector length %d: got %v expect %v relative error %f", n, got, expect, relerr)
		}
	}
}

func Expect(x, y []float32) float32 {
	var p float32
	for i := range x {
		p += x[i] * y[i]
	}
	return p
}

func RandomVector(n int) []float32 {
	x := make([]float32, n)
	for i := 0; i < n; i++ {
		x[i] = rand.Float32() * 100
	}
	return x
}

func Abs(x float32) float32 {
	if x < 0.0 {
		return -x
	}
	return x
}

repository: mmcloughlin/avo

repo_name: mmcloughlin/avo

gha_language: Go


text:
# base recipe: not base recipe
# base branch:

LICENSE = "GPLv2+"
LIC_FILES_CHKSUM = "file://COPYING;md5=94d55d512a9ba36caa9b7df079bae19f"

PR = "r0"
inherit debian-package

inherit autotools

repository: nghiaht-tsdv/meta-debian

repo_name: nghiaht-tsdv/meta-debian

branch_name: refs/heads/jethro


text:
@article{melymcb-0163,
 author = {Blum, L. and Vericat, F. and Bratko, D.},
 document_type = {Note},
 doi = {10.1063/1.468878},
 journal = {The Journal of Chemical Physics},
 note = {cited By 28},
 number = {3},
 pages = {1461-1462},
 source = {Scopus},
 title = {Towards an analytical model of water: The octupolar model},
 url = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-36449004770&doi=10.1063%2f1.468878&partnerID=40&md5=54c35b2f352fdf3f9c89ff27791edbd2},
 volume = {102},
 year = {1995}
}


text:
################################################################################
# misc/cmake/Findsmhasher.cmake
#
# Finds smhasher directory
# Looks in PATH and SMHASHER_ROOT environment variables
#
# Part of Project growt - https://github.com/TooBiased/growt.git
#
# Copyright (C) 2015-2016 Tobias Maier <t.maier@kit.edu>
#
# All rights reserved. Published under the BSD-2 license in the LICENSE file.
################################################################################

message(STATUS "Looking for smhasher Implementation")

find_path(SMHASHER_PATH smhasher/src/MurmurHash3.cpp
  PATHS ENV PATH ENV SMHASHER_ROOT)

if(SMHASHER_PATH)
  message(STATUS "Looking for smhasher - found path: ${SMHASHER_PATH}")
  set(SMHASHER_FOUND ON)

  set(SMHASHER_INCLUDE_DIRS "${SMHASHER_PATH}/smhasher/src/")
else()
  message(STATUS "failed finding smhasher - please create the SMHASHER_ROOT environment variable or append it to PATH")
  if (smhasher_FIND_REQUIRED)
    message(FATAL_ERROR "Required package smhasher missing!")
  endif()
endif()

repository: TooBiased/growt

repo_name: TooBiased/growt

extension: cmake


text:
file(REMOVE_RECURSE
  "CMakeFiles/example-scp_write_nonblock.dir/scp_write_nonblock.c.o"
  "example-scp_write_nonblock.pdb"
  "example-scp_write_nonblock"
)

# Per-language clean rules from dependency scanning.
foreach(lang C)
  include(CMakeFiles/example-scp_write_nonblock.dir/cmake_clean_${lang}.cmake OPTIONAL)
endforeach()

repository: GZR-iOS/GitDiffLoc

repo_name: GZR-iOS/GitDiffLoc


text:
@article{duration-simulation,
  title     = {Projecting unemployment durations: A factor-flows simulation approach with application to the COVID-19 recession},
  author    = {Chodorow-Reich, Gabriel and Coglianese, John},
  journal   = {Journal of Public Economics},
  volume    = {197},
  number    = {104398},
  year      = {2021},
  publisher = {Elsevier}
}

repository: jmcoglianese/website

repo_name: jmcoglianese/website