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Econometrics: Computer Programs & Software eJournal

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Viewing: 1 - 50 of 497 papers

1.

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 Engineering
Downloads 5,166
2.

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 4,697
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 3,900
4.

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 3,275
5.

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 2,699
6.

SABR Calibration in Python

Number of pages: 10 Posted: 01 Feb 2016
Working Paper Series
Independent
Downloads 2,691
7.

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 2,255
8.

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 2,204
9.

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 2,065
10.

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 1,991
11.

Advances in Financial Machine Learning: Lecture 9/10 (Presentation Slides)

Number of pages: 41 Posted: 29 Oct 2018 Last Revised: 04 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 1,972
12.

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 1,970
13.

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 1,710
14.

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 1,689
15.

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 1,576
16.

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 1,509
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 Stanford University
Downloads 1,455
18.

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 1,431
19.

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, Policy and International Business
Downloads 1,423
20.

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 1,421
21.

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 1,383
22.

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 - Department of Demography and Social Stastistics and Kogi State Polytechnic - Department of Mathematics and Statistics
Downloads 1,372
23.

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 1,300
24.

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 1,264
25.

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 1,261
26.

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 1,170
27.

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 1,060
28.

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 1,048
29.

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 928
30.

A Seasonal Unit Root Test with STATA

Number of pages: 12 Posted: 20 Feb 2008
Working Paper Series
Bank of Italy
Downloads 915
31.

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, Policy and International Business
Downloads 907
32.

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, William Blair & Co., Government of the United States of America - National Institute of Standards and Technology (NIST) and University of Washington
Downloads 894
33.

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 865
34.

Working with Acs.R

Number of pages: 32 Posted: 21 Jan 2015
Working Paper Series
Massachusetts Institute of Technology (MIT)
Downloads 805
35.

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

Journal of Statistical Software, Forthcoming
Number of pages: 40 Posted: 11 Nov 2017 Last Revised: 23 May 2020
Accepted Paper Series
HEC Montreal - Department of Decision Sciences, HEC Montreal - Department of Decision Sciences, University of Neuchâtel and Ghent University
Downloads 786
36.

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 764
37.

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 742
38.

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 722
39.

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 - Center for Social Complexity
Downloads 700
40.

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 664
41.

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 655
42.

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 Chicago - Harris School of Public Policy and University of Amsterdam Business School
Downloads 637
43.

'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 629
44.

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 580
45.

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
University of Southern California - Sol Price School of Public Policy
Downloads 568
46.

Maximum Entropy Bootstrap Algorithm Enhancements

Number of pages: 15 Posted: 26 Jun 2013
Working Paper Series
Fordham University - Department of Economics
Downloads 550
47.

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 531
48.

Python Guide to Accompany Introductory Econometrics for Finance

Number of pages: 175 Posted: 05 Nov 2019
Working Paper Series
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads 526
49.

Propensity Score Matching with Replacement Using Weighted Least Squares: SAS Code and Macros

Number of pages: 44 Posted: 10 May 2017 Last Revised: 03 Jul 2019
Working Paper Series
University of Connecticut - Department of Accounting
Downloads 508
50.

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 498