Codes
In this page I show codes of my papers and procedures I learned that are, in my opinion, interesting. I hope these codes help you struggle a little less when you write your own. Any doubts, suggestion or correction please email me.
In this page I show codes of my papers and procedures I learned that are, in my opinion, interesting. I hope these codes help you struggle a little less when you write your own. Any doubts, suggestion or correction please email me.
CAPM - GMM estimation from scratch
Code to estimate the parameters of the standard CAPM using three different approaches in R and one in STATA.