If you're an econometrician and you don't use the
R software environment - for at least
some of your work, then you're missing out on all sorts of (free!) opportunities.
Yes, it can be a steep learning curve, but it's worth every drop of sweat, and there are some great R community sites that will help you along...
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As my finance term paper, I investigated an interesting question where I tried to identify macroeconomic variables that explain the returns on equities. Much of the debate has already taken place on this topic which has given rise to two competing theo...
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I expect there will be many reviews and wish lists for R this year, with many of them focusing on either running speed or dealing with large data sets. However, most issues that I would like to see tackled in … Continue reading →
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The pre-X’mas puzzle in Le Monde weekend edition is about “magical numbers” having as digits all digits between 0 and n (at least once) and being multiple of all digits between 1 and (n+1). Easy, isn’t it?! I thought so while driving down to the Alps on Saturday and (on Monday early morning) I tried 
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I realized that I made a mistake in the calculation of the market weight portfolio from the previous post. I hold constant the portfolio weights through time. These should be adjusted after each day as prices change. The market portfolio re...
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I realized that I made a mistake in the calculation of the market weight portfolio from the previous post. I hold constant the portfolio weights through time. These should be adjusted after each day as prices change. The market portfolio re...
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Quite some time ago now, I wrote this function to read some *.gef files into R. "gef" stands for Geotechnical Exchange Format. Details on this data format can be found at http://www.geffiles.nl/, as well as several software tools. I had a long list of ...
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