Random collection of codes in R, Matlab, and Gauss for Econometrics and Macroeconomics:
Motohiro Yogo
Serena Ng
Perron
Frank Schorfheide
Frank Schorfheide
Econometric Theory
R in Finance
Econometrics Journal Online
Stochatic Frontier
Stochastic Volatility
Option Pricing
Andrew Patton
Martin Uribe
Judson Caskey (Stata, Matlab, Shumway Hazard Model)
Efficient Method of Moments Matlab
Raymond Kan
University of Zurich
Simone Manganelli
Journal of Financial Economics
Bayesian VAR
Wouter J. den Haan
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