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Econometrics: Computer Programs & Software eJournal

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Viewing: 1 - 50 of 579 papers

1.

Algorithmic and Advanced Programming in Python - Syllabus in Computer Science, Decision Making & Data - Masterclass 8

Number of pages: 71 Posted: 16 Nov 2021 Last Revised: 17 Nov 2021
Working Paper Series
Université Paris Dauphine and Université Paris Dauphine
Downloads 8,260
2.

Algorithmic and Advanced Programming in Python - Syllabus in Computer Science, Decision Making & Data - Masterclass 9

Number of pages: 63 Posted: 10 Feb 2022
Working Paper Series
Université Paris Dauphine and Université Paris Dauphine
Downloads 6,821
3.

An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization

Algorithms, 6(1), pp.169-196, 2013
Number of pages: 29 Posted: 08 Jan 2013 Last Revised: 02 Jan 2016
Accepted Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 6,634
4.

Stata for Finance Students

Number of pages: 104 Posted: 01 Sep 2013 Last Revised: 30 Oct 2018
Working Paper Series
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Downloads 6,221
5.

Trends and Applications of Machine Learning in Quantitative Finance

8th International Conference on Economics and Finance Research (ICEFR 2019)
Number of pages: 9 Posted: 13 Jun 2019
Accepted Paper Series
University College Cork - Cork University Business School, University College Cork - Cork University Business School, University College Cork - Cork University Business School and University College Cork - Department of Accounting, Finance and Information Systems
Downloads 5,165
6.

An Implementation of Markov Regime Switching Model with Time Varying Transition Probabilities in Matlab

Number of pages: 5 Posted: 12 Jun 2012 Last Revised: 29 Jun 2012
Working Paper Series
AlphaFocus Investment Research, LLC
Downloads 5,154
7.

Panel Vector Autoregression in R with the Package Panelvar

Quarterly Review of Economics and Finance, 2019
Number of pages: 49 Posted: 19 Jan 2018 Last Revised: 21 Feb 2019
Working Paper Series
Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 4,903
8.

Économétrie Des Données En Panel (Textbook on Econometrics of Panel Data)

Manuel pédagogique en économétrie des données en panel, 2012.
Number of pages: 45 Posted: 04 Jan 2017
Working Paper Series
IHEC Carthage and FSEGT, University of Tunis El Manar (Tunisia)
Downloads 4,772
9.

SABR Calibration in Python

Number of pages: 10 Posted: 01 Feb 2016
Working Paper Series
Independent
Downloads 4,519
10.

Advances in Financial Machine Learning: Lecture 9/10 (seminar slides)

Number of pages: 41 Posted: 29 Oct 2018 Last Revised: 29 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority
Downloads 3,548
11.

Do Androids Dream of Electric Copyright? Comparative Analysis of Originality in Artificial Intelligence Generated Works

Intellectual Property Quarterly, 2017 (2)
Number of pages: 24 Posted: 06 Jun 2017 Last Revised: 12 Jan 2022
Accepted Paper Series
University of Sussex
Downloads 3,505
12.

Theory and Practice of TFP Estimation: The Control Function Approach Using Stata

CEIS Working Paper No. 399
Number of pages: 50 Posted: 15 Feb 2017
Working Paper Series
University of Rome Tor Vergata and Bank of Italy
Downloads 3,135
13.

Integrated Library Management Systems (ILMS) - Open Source and Commercial Software: An Assessment of the Merits and Demerits

Conference Proceedings of the University Librarians Association of Sri Lanka, 2011
Number of pages: 6 Posted: 19 Apr 2014 Last Revised: 09 Aug 2015
Accepted Paper Series
Uva Wellassa University of Sri Lanka
Downloads 2,928
14.

Stock Market Visualization

Journal of Risk & Control 5(1) (2018) 35-140
Number of pages: 103 Posted: 03 Jan 2018 Last Revised: 09 Apr 2018
Accepted Paper Series
Quantigic Solutions LLC and Duke-NUS Medical School - Centre for Computational Biology
Downloads 2,826
15.

The Role of Statistical Software in Data Analysis

International Journal of Applied Research and Studies (iJARS) ISSN: 2278-9480 Volume 3, Issue 8 (August - 2014)
Number of pages: 15 Posted: 02 Dec 2014
Accepted Paper Series
Federal University, Oye-EkitiFederal University Oye-Ekiti - Department of Demography and Social Stastistics and Kogi State Polytechnic - Department of Mathematics and Statistics
Downloads 2,289
16.

Applied Survey Data Analysis Using Stata: The Kauffman Firm Survey Data

Number of pages: 608 Posted: 09 Aug 2014
Working Paper Series
Central Connecticut State University - Department of Finance and University of Colorado at Boulder
Downloads 2,198
17.

Python Guide to Accompany Introductory Econometrics for Finance

Number of pages: 175 Posted: 05 Nov 2019 Last Revised: 09 Nov 2021
Working Paper Series
Queen's University BelfastQueen's University Belfast and University of Bristol - School of Economics, Finance and Management
Downloads 2,148
18.

Ebalance: A Stata Package for Entropy Balancing

Journal of Statistical Software Vol. 54, Issue 7, September 2013
Number of pages: 18 Posted: 13 Oct 2011 Last Revised: 17 Jan 2014
Accepted Paper Series
Stanford University - Department of Political Science and Stanford University
Downloads 2,111
19.

Running Event Studies Using Stata: The Estudy Command

Number of pages: 14 Posted: 06 Nov 2017 Last Revised: 06 Nov 2017
Working Paper Series
LIUC - Università Cattaneo, LIUC - Università Cattaneo and LIUC Università Cattaneo
Downloads 2,085
20.

Statistical Machine Learning and Data Analytic Methods for Risk and Insurance

Number of pages: 309 Posted: 11 Oct 2017 Last Revised: 11 Dec 2017
Working Paper Series
University College London - Department of Statistical ScienceUniversity of California Santa Barbara
Downloads 1,982
21.

LexNLP: Natural Language Processing and Information Extraction For Legal and Regulatory Texts

Number of pages: 7 Posted: 21 Jun 2018
Working Paper Series
Bommarito Consulting, LLC, Illinois Tech - Chicago Kent College of Law and LexPredict, LLC
Downloads 1,969
22.

Taking Stock: Estimating Vulnerability Rediscovery

Belfer Cyber Security Project White Paper Series
Number of pages: 52 Posted: 07 Mar 2017 Last Revised: 28 Oct 2017
Accepted Paper Series
Hoover Institution at Stanford University, Harvard University - Berkman Klein Center for Internet & Society and Harvard University - John A. Paulson School of Engineering and Applied Sciences
Downloads 1,787
23.

Cryptoasset Factor Models

Algorithmic Finance 7(3-4) (2018) 87-104
Number of pages: 45 Posted: 13 Sep 2018 Last Revised: 22 Apr 2019
Accepted Paper Series
Quantigic Solutions LLC
Downloads 1,779
24.

Estimating the Helpfulness and Economic Impact of Product Reviews: Mining Text and Reviewer Characteristics

IEEE Transactions on Knowledge and Data Engineering, 2011
Number of pages: 25 Posted: 01 Sep 2008 Last Revised: 19 Jun 2014
Accepted Paper Series
New York University (NYU) - Leonard N. Stern School of Business and New York University - Leonard N. Stern School of Business
Downloads 1,761
25.

Open-Source Operational Risk: Should Public Blockchains Serve as Financial Market Infrastructures?

Chapter in Handbook of Blockchain, Digital Finance, and Inclusion, Vol. 2, Eds. David Lee Kuo Chuen and Robert Deng, Elsevier (2017)
Number of pages: 23 Posted: 10 Dec 2016 Last Revised: 25 Oct 2017
Accepted Paper Series
St. Mary's University School of Law
Downloads 1,761
26.

Spatial Panel Data Models Using Stata

CEIS Working Paper No. 373
Number of pages: 41 Posted: 29 Mar 2016 Last Revised: 28 Jul 2016
Working Paper Series
University of Rome Tor Vergata - Department of Economics and Finance, University of Edinburgh and Department of Economics and Finance, University of Rome Tor Vergata
Downloads 1,598
27.

R Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 114 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Accepted Paper Series
ICMA Centre, University of Reading and University of Bristol - School of Economics, Finance and Management
Downloads 1,589
28.

An Algorithm Using GARCH Process, Monte-Carlo Simulation and Wavelets Analysis for Stock Prediction

Number of pages: 8 Posted: 21 Sep 2008 Last Revised: 06 Dec 2009
Working Paper Series
Izmir Bakircay University International Trade and Business
Downloads 1,455
29.

Bayesian Applications in Marketing

Chicago Booth Research Paper No. 09-15
Number of pages: 70 Posted: 10 Mar 2009 Last Revised: 19 May 2010
Working Paper Series
Ohio State University (OSU) - Department of Marketing and Logistics and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 1,424
30.

Fashionable Functions: A Google Ngram View of Trends in Functional Differentiation (1800-2000)

International Journal of Technology and Human Interaction, Vol. 10 No. 2, pp. 34-58, 2014
Number of pages: 28 Posted: 04 Sep 2014 Last Revised: 08 Nov 2019
Accepted Paper Series
La Rochelle Business School
Downloads 1,330
31.

Technical Financial Analysis Tools for Stata

Stata Journal, Volume 17 Number 3: pp. 736-747
Number of pages: 12 Posted: 29 Aug 2013 Last Revised: 31 Jul 2018
Accepted Paper Series
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans
Downloads 1,286
32.

The R Package sentometrics to Compute, Aggregate and Predict with Textual Sentiment

Journal of Statistical Software, Vol. 99, Issue 2, pp. 1-40, 2021
Number of pages: 40 Posted: 11 Nov 2017 Last Revised: 19 Aug 2021
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Université de Sherbrooke - Faculty of Administration, Vrije Universiteit Brussel and Ghent University
Downloads 1,258
33.

EViews Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 123 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Accepted Paper Series
University of Bristol - School of Economics, Finance and Management and ICMA Centre, University of Reading
Downloads 1,146
34.

Building and Running General Equilibrium Models in Eviews

Number of pages: 37 Posted: 20 Apr 2016
Working Paper Series
World Bank
Downloads 1,128
35.

Stata Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 181 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Accepted Paper Series
ICMA Centre, Henley Business School, University of Reading, ICMA Centre, University of Reading and University of Bristol - School of Economics, Finance and Management
Downloads 1,111
36.

Hidden Markov Model for Financial Time Series and Its Application to S&P 500 Index

Quantitative Finance, Forthcoming
Number of pages: 21 Posted: 04 Jun 2017
Accepted Paper Series
Novus Partners, Inc.Atom Investors LP
Downloads 1,048
37.

Global DSGE Models

Number of pages: 63 Posted: 15 Apr 2020 Last Revised: 03 Jun 2021
Working Paper Series
Georgetown University - Department of Economics, Tsinghua University - School of Economics & Management and Shanghai University of Finance and Economics
Downloads 1,022
38.

Working with Acs.R

Number of pages: 32 Posted: 21 Jan 2015
Working Paper Series
Massachusetts Institute of Technology (MIT)
Downloads 1,020
39.

Differential Evolution with DEoptim: An Application to Non-Convex Portfolio Optimization

The R Journal, Vol. 3, No. 1, pp. 27-34, 2011
Number of pages: 8 Posted: 05 Apr 2010 Last Revised: 03 Aug 2018
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, Ghent University, Guidance Capital ManagementWilliam Blair & Co., Government of the United States of America - National Institute of Standards and Technology (NIST) and University of Washington
Downloads 1,012
40.

LSM Reloaded - Differentiate xVA on your iPad Mini

Number of pages: 46 Posted: 10 May 2017 Last Revised: 16 Nov 2018
Working Paper Series
Danske Bank and Danske Bank
Downloads 981
41.

Outlier Statistics Using Eviews

Number of pages: 9 Posted: 04 Nov 2008
Working Paper Series
Phoenix Center for Advanced Legal & Economic Public Policy Studies
Downloads 979
42.

A Seasonal Unit Root Test with STATA

Number of pages: 12 Posted: 20 Feb 2008
Working Paper Series
Bank of ItalyBank of Italy
Downloads 962
43.

oaxaca: Blinder-Oaxaca Decomposition in R

Number of pages: 19 Posted: 20 Nov 2014
Working Paper Series
Central European Labour Studies Institute (CELSI)
Downloads 953
44.

The Arbitrage Pricing Theory and the Capital Asset Pricing Models and Artificial Neural Networks Modeling with Particle Swarm Optimization (PSO)

Number of pages: 19 Posted: 02 Mar 2009
Working Paper Series
Izmir Bakircay University International Trade and Business
Downloads 937
45.

Robust Regression in Stata

Number of pages: 14 Posted: 27 Mar 2009
Working Paper Series
FUNDP - University of Namur. CRED and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 925
46.

Fórmula Para Matriz de Correlación y de Covarianza en Excel (Formula for Correlation and Covariance Matrix in Excel)

Number of pages: 12 Posted: 15 Oct 2012
Working Paper Series
Universidad Tecnológica de Bolívar
Downloads 872
47.

GetHFData: A R Package for Downloading and Aggregating High Frequency Trading Data from Bovespa

Number of pages: 33 Posted: 21 Aug 2016 Last Revised: 22 Nov 2016
Working Paper Series
Escola de Administração - UFRGS and Universidade Federal do Rio Grande do Sul (UFRGS)
Downloads 863
48.

Improving Backup System Evaluations in Information Security Risk Assessments to Combat Ransomware

Computer and Information Science, Vol 11, No 1, 2018
Number of pages: 12 Posted: 04 Jan 2018
Accepted Paper Series
Bush School of Government and Public Service and The Collective Group
Downloads 833
49.

A Robust Test for Weak Instruments in Stata

Number of pages: 16 Posted: 05 Nov 2013 Last Revised: 03 Dec 2014
Working Paper Series
National Bureau of Economic Research (NBER)University of Chicago - Harris School of Public Policy and University of Amsterdam Business School
Downloads 827
50.

The its.analysis R Package – Modelling Short Time Series Data

Number of pages: 14 Posted: 17 Jun 2019
Working Paper Series
University of Exeter - College of Social Sciences and International Studies
Downloads 809