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Econometrics: Computer Programs & Software eJournal

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Viewing: 1 - 50 of 410 papers

1.

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
Analytic Investors
Downloads 4,314
2.

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 AQR Capital Management, LLC
Downloads 4,098
3.

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 2,371
4.

Panel Vector Autoregression in R with the Package Panelvar

Number of pages: 49 Posted: 19 Jan 2018 Last Revised: 09 Nov 2018
Working Paper Series
Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 1,954
5.

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 1,698
6.

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 - Harvard School of Engineering and Applied Sciences
Downloads 1,662
7.

SABR Calibration in Python

Number of pages: 10 Posted: 01 Feb 2016
Working Paper Series
Independent
Downloads 1,644
8.

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 1,618
9.

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 1,490
10.

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 1,482
11.

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 1,424
12.

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 1,409
13.

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
Manchester Metropolitan University, Business School, Department of Economics
Downloads 1,395
14.

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 1,378
15.

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: 28 Aug 2016
Accepted Paper Series
La Rochelle Business School
Downloads 1,252
16.

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 1,158
17.

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 University of California, San Diego (UCSD) - Department of Political Science
Downloads 1,123
18.

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 991
19.

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 CEIS Tor Vergata
Downloads 988
20.

Building and Running General Equilibrium Models in Eviews

World Bank Policy Research Working Paper No. 3197
Number of pages: 37 Posted: 20 Apr 2016
Working Paper Series
World Bank
Downloads 963
21.

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 878
22.

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
Manchester Metropolitan University, Business School, Department of Economics
Downloads 875
23.

A Seasonal Unit Root Test with STATA

Number of pages: 12 Posted: 20 Feb 2008
Working Paper Series
Bank of Italy
Downloads 874
24.

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-Ekiti and Kogi State Polytechnic - Department of Mathematics and Statistics
Downloads 869
25.

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
Department of Actuarial Mathematics and Statistics, Heriot-Watt University
Downloads 854
26.

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

Intellectual Property Quarterly, 2017 (2)
Number of pages: 20 Posted: 06 Jun 2017 Last Revised: 20 Feb 2018
Accepted Paper Series
University of Sussex
Downloads 834
27.

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 827
28.

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
University of Neuchatel - Institute of Financial Analysis, Vrije Universiteit Brussel, William Blair & Co., Government of the United States of America - National Institute of Standards and Technology (NIST) and DV Trading
Downloads 821
29.

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
Grupo Consultor CAV Capital Advisory & Valuation
Downloads 711
30.

Crypto Economics - The Top 100 Token Models Compared

Number of pages: 33 Posted: 12 Oct 2018
Working Paper Series
University of St. Thomas, Minnesota - School of Law
Downloads 702
31.

KRLS: A Stata Package for Kernel-Based Regularized Least Squares

Number of pages: 26 Posted: 14 Sep 2013 Last Revised: 06 Dec 2015
Working Paper Series
Dartmouth College, Stanford University - Department of Political Science and Massachusetts Institute of Technology (MIT)
Downloads 683
32.

Computational Social Science

WILEY Interdisciplinary Reviews: Computational Statistics, Vol. 2, No. 3, pp. 259-271, May/June 2010
Number of pages: 13 Posted: 14 Nov 2010
Working Paper Series
George Mason University - The Krasnow Institute for Advanced Study - Center for Social Complexity
Downloads 640
33.

Working with Acs.R

Number of pages: 32 Posted: 21 Jan 2015
Working Paper Series
Massachusetts Institute of Technology (MIT)
Downloads 626
34.

Advances in Financial Machine Learning: Lecture 9/10

Number of pages: 44 Posted: 29 Oct 2018
Working Paper Series
AQR Capital Management, LLC
Downloads 581
35.

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 565
36.

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

Number of pages: 7 Posted: 21 Jun 2018
Working Paper Series
LexPredict, LLC, Illinois Tech - Chicago Kent College of Law and LexPredict, LLC
Downloads 557
37.

Stata, Fast and Slow: Why Running Many Small Regressions in a Large Dataset Takes So Long; and What to Do About It

Number of pages: 19 Posted: 12 Apr 2014
Working Paper Series
University of Auckland - Department of Accounting and Finance
Downloads 548
38.

OSMnx: New Methods for Acquiring, Constructing, Analyzing, and Visualizing Complex Street Networks

Number of pages: 25 Posted: 13 Nov 2016 Last Revised: 09 Jul 2017
Working Paper Series
Northeastern University - School of Public Policy and Urban Affairs
Downloads 547
39.

'It's Computerization, Stupid!' The Spread of Computers and the Changing Roles of Theoretical and Applied Economics

Number of pages: 36 Posted: 21 May 2016 Last Revised: 11 Nov 2016
Working Paper Series
University of Birmingham - Department of Economics and CNRS
Downloads 537
40.

A Robust Test for Weak Instruments in Stata

Number of pages: 16 Posted: 05 Nov 2013 Last Revised: 03 Dec 2014
Working Paper Series
University of British Columbia (UBC) - Division of Finance and London School of Economics & Political Science (LSE)
Downloads 487
41.

Maximum Entropy Bootstrap Algorithm Enhancements

Number of pages: 15 Posted: 26 Jun 2013
Working Paper Series
Fordham University - Department of Economics
Downloads 463
42.

Defining and Measuring Search Bias: Some Preliminary Evidence

International Center for Law & Economics, November 2011, George Mason Law & Economics Research Paper No. 12-14
Number of pages: 55 Posted: 14 Feb 2012
Accepted Paper Series
George Mason University - Antonin Scalia Law School, Faculty
Downloads 435
43.

Estimating a MS-TVTP Model with Matlab Software

Number of pages: 16 Posted: 01 Jul 2012
Working Paper Series
affiliation not provided to SSRN
Downloads 420
44.

Explorations in Asset Returns with Examples in R

Number of pages: 9 Posted: 19 Sep 2015 Last Revised: 20 Sep 2015
Working Paper Series
Fitch Group
Downloads 418
45.

Kernel Regularized Least Squares: Reducing Misspecification Bias with a Flexible and Interpretable Machine Learning Approach

Political Analysis (2013 Forthcoming)
Number of pages: 42 Posted: 25 Apr 2012 Last Revised: 26 Sep 2013
Accepted Paper Series
Stanford University - Department of Political Science and UCLA
Downloads 418
46.

Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox

Tinbergen Institute Discussion Paper 13-055/III
Number of pages: 28 Posted: 04 May 2015 Last Revised: 04 May 2015
Working Paper Series
University Ca' Foscari of Venice - Department of Economics, Aarhus University - CREATES, Free University of Bolzano and Tinbergen Institute

Multiple version iconThere are 3 versions of this paper

Downloads 410
47.

MIS Software for the Microfinance Market: An Analysis

Number of pages: 25 Posted: 02 Jul 2010 Last Revised: 06 Aug 2014
Working Paper Series
CEREN EA 7477 Burgundy School of Business - Université Bourgogne Franche-Comté
Downloads 406
48.

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 399
49.

Fuzzy for Excel, User Manual

Number of pages: 31 Posted: 12 Jun 2010
Working Paper Series
Consulting Group INEX-FT and affiliation not provided to SSRN
Downloads 374
50.

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
Atom Investors LP
Downloads 370