dkl0707 / Notes-of-Econometrics
对外经济贸易大学计量经济学笔记
☆19Updated 2 years ago
Related projects ⓘ
Alternatives and complementary repositories for Notes-of-Econometrics
- 陈强高级计量经济学笔记,使用python、matlab实现各模型估计☆113Updated 4 years ago
- 用LaTeX梳理浙江大学蒋岳祥老师的计量经济学讲义☆42Updated 3 years ago
- 计量经济学导论(第五版)课后习题☆20Updated 6 years ago
- Peking University AFT Python Lecture Series - Lecture Notes & Extended Reading☆27Updated 10 months ago
- A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS…☆15Updated 2 months ago
- FamaFrench(1992)论文复现;FamaFrench三因子模型;python☆24Updated 3 years ago
- 北京大学量化交易协会2019级培训课件及代码☆144Updated 4 years ago
- Stata、计量经济学、DSGE☆36Updated last year
- 本项目主要是对2008年1月1日-2021年12月31日我国1343家非金融企业的系统性风险进行测度并对风险传染机制进行分析,其主要内容包含以下两个部分:(1)基于DCC-GARCH模型的系统性风险(MES)测度,(2)复 杂网络的抗毁性分析☆10Updated 2 years ago
- Econ5121A@CUHK. This is an open-source writing project.☆80Updated 2 years ago
- 《Python金融大数据分析》教材学习笔记☆39Updated 7 years ago
- 一个基于中国市场的Fama-French五因子实证研究☆32Updated 2 years ago
- 《基本有用的计量经济学》(MUSE)☆117Updated 2 years ago
- Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), introduced by F Corsi (2009).☆12Updated 4 years ago
- I revised the TVP-VAR-SV model developed by Nakajima(2011), which adapted with Matlab R2022a now.☆11Updated 2 years ago
- ☆52Updated last year
- [数据+代码] 上市公司年报文本分词、关键词词频统计+数字化转型关键词表☆26Updated 2 years ago
- R code and Realized Volatility (RV) series set for fitting NN-based-HAR models to multinational RV series.☆13Updated 6 years ago
- 介绍分位数回归,包括分位数Granger因果检验、QVAR及脉冲响应函数☆17Updated 4 years ago
- 获取经典的量化多因子模型数据☆62Updated 3 years ago
- The asymptotic normal distribution properties☆15Updated 6 years ago
- Beamer of XMU WISERCLUB & WISE, You can change it to what you want, the folder has some logos which you may need!☆9Updated 2 years ago
- 连玉君老师的stata程序、讲义和培训资料☆66Updated 2 years ago
- Python教学☆53Updated this week
- 北京大学量化交易协会21级内培存档☆74Updated 2 years ago
- Quant_Strategy☆24Updated last year
- 2020 Spring Fudan University Data Mining Course HW by prof. Zhu Xuening. 复旦大学大数据学院2020年春季课程-数据挖掘(DATA620007)包含数据挖掘算法模型:Linear Regression …☆34Updated last year
- 1.收集影响我国34个省市房地产价格的相关因子进行因子分析,将因子命名为3类。2.使用K-means对我国房地产价格进行聚类。3.使用多元回归分析针对广东省房地产价格深入分析并预测。☆13Updated 4 years ago
- empirical asset pricing☆39Updated last year