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Using Geany for programming in R

July 27, 2013
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Using Geany for programming in R

I like Geany as a no-nonsense Integrated Development Environment (IDE). It is fast, elegant, intuitive, and lets you get your programming job done. (I certainly find it superior to the more popular Gedit.) You can also use it to program in R, and this page will show off some tips for doing that. Execute commands

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Fama-MacBeth and Cluster-Robust (by Firm and Time) Standard Errors in R

June 2, 2012
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Fama-MacBeth and Cluster-Robust (by Firm and Time) Standard Errors in R

Ever wondered how to estimate Fama-MacBeth or cluster-robust standard errors in R? It can actually be very easy. First, for some background information read Kevin Goulding’s blog post, Mitchell Petersen’s programming advice, Mahmood Arai’s paper/note and code (there is an earlier version of the code with some more comments in it). For more formal references you may want to

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