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-econometric-textbook-stata-replication

Replication using Stata for well-known textbooks such as "Introductory Econometrics: A Modern Approach"

1806-linear-algebra

18.06 course at MIT

18s191

Course 18.S191 at MIT, fall 2020 - Introduction to computational thinking with Julia:

2-state-toolkit

Code base for "A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration"

201804_barrafactors

Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.

3d_model_january20update

3d_model_update_feb8_2020

a-clustering-methodology-for-european-banks-business-models

This is the first release of the repository containing the MATLAB functions relative to the paper 'Business models of the Banks in the Euro Area', No. 2070, ECB Working Paper (https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2070.en.pdf?ee58f8028aa3d7b55dd977292218b268), by Matteo Farnè and Angelos Vouldis.

a-large-covariance-matrix-estimator-under-intermediate-spikiness-regimes

This repository contains data and code relative to the manuscript "A large covariance matrix estimator under intermediate spikiness regimes" by Matteo Farnè and Angela Montanari (https://arxiv.org/abs/1711.08950).

a-stochastic-reachability-approach-to-asset-allocation

A Stochastic Reachability Approach to Asset Allocation

abcdgse

code for Approximate Bayesian Computing estimation of a small DSGE model

abstract.hjm

The abstract Heath-Jarrow-Morton model: Calibration and forecasting the US daily Treasury yield curve rates

acr-lq

LQ is a package of codes to generate a quadratic approximation to the welfare function and solve for the correct first order approximation solution to the optimal policy problem. It also checks the second order conditions.

acs_restud_2017

Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries

adaptive_penalized_macro_factors

advanced-algorithmic-trading

The book <Advanced Algorithmic Trading> and its source code

advanced-financial-economics

Repo of homework and research code for ECON 525: Advanced Financial Economics

advanced_macroeconomics

Advanced Macroeconomics, a course taught at the University of Warsaw

afe2020

Advanced Financial Econometrics - Trinity Term 2020

afns_models

aiyagari-1994

some material on incomplete markets models Aiyagari 1994

algorithms_mathmodels

【国赛】【美赛】数学建模相关算法 MATLAB实现（2018年初整理）

algoxy

Book of Elementary Algorithms and Data structures

all-algorithms-implemented-in-python

All Algorithms implemented in Python

all-inside

Detection and estimation of ant type of break/change-point in mean, variance, covariance and autocorrelation in a single code.

annea-applied-to-neoclassical-investment-model

ANN-based Expectations Algorithm applied to the Neoclassical Investment Model

applied-black-litterman-model-on-swiss-securities

An extension of a Quantitative Risk Management project from the Msc. in Wealth Management (GEMWeM)

applied-methods-phd

Repo for Yale Applied Empirical Methods PHD Course

applied_metrics

A PhD course in Applied Econometrics and Panel Data

ar-dcc_residual_analysis

autoregressive-dynamic conditional correlation model with residual analysis, Designed for fMRI analysis(Dynamic Functional Connectivity), useful for other applications too.