abyanka Goto Github PK

2017-uzh-course-material

Repository that hosts the course materials for the 2017 edition of Programming Practices for Research in Economics at the University of Zurich

5362-empirical-asset-pricing

Empirical-Asset-Pricing

accforuncertaintycode

Public Repository for "Accounting for Uncertainty: An Application of Bayesian Methods to Accruals Models"

advanced_empirical_finance_uzh_2022

This is the Repository for the Bookdown file of the course "Advanced Empirical Finance" at the UZH. It covers Statistical Methodology as well as applications in R Labs.

applied-methods-phd

Repo for Yale Applied Empirical Methods PHD Course

applied_metrics

A PhD course in Applied Econometrics and Panel Data

arch

ARCH models in Python

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

beamer-tips

boosted_hp_filter

Accompanying functions for Peter Phillips and Zhentao Shi (2019): "Boosting the Hodrick-Prescott Filter"

bus41000

Chicago Booth

carrytrade

Carry trade analysis of UIP and CIP

climate_change

Case Study: Climate Change

commonownerreplication

Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)

competitor-scale

Materials to reproduce "Competitor Scale and Mutual Fund Behavior"

computational-text-analysis-2017-18

Slides and Jupyter Notebooks for the Computational Text Analysis at the Political Science Dept. University of Mannheim

computational-text-analysis-2018-19

2018 Computational Text Analysis Notebooks, University of Mannheim

computational-text-analysis-spring-2019

Computational text analysis for Spring 2019 by Caroline Le Pennec-Caldichoury

cpt

Classification Permutation Test

crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

data-analysis

Data Analysis for Economics

decorrelating-linear-models

Simulations from 'Accurate Inference for Adaptive Linear Models' ICML 2018

deep-learning-in-asset-pricing

https://arxiv.org/abs/1805.01104

doshi-replicate

This repo replicates Doshi et al (2019) and extends the analysis with Stata and Python

easy-markdown-beamer-pandoc

Simple things nobody tells you how to do

ec421s19

Introduction to Econometrics at the University of Oregon (EC421) during Winter quarter, 2019. Taught by Ed Rubin

econ-bst

BibTeX style file for economics.

econ220e-final-project

Final project for Econ 220E at UCSD, replicates results from Feng, Giglio, Xiu (2020) Journal of Finance in R

econ4360

University of Virginia - ECON 4360 - Empirical Finance - 2011-2014

econometrics