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Agglomerative hierarchical clustering for selecting valid instrumental variab...
Description: This reproduction package includes: 1. A text-file describing how to access the data used in the application. 2. R-Code necessary for the replication of results.... -
Testing for differences in survey-based density expectations: A compositional...
"Testing for differences in survey-based density expectations: A compositional data approach" by Jonas Dovern, Alexander Glas and Geoff Kenny. Journal of Applied Econometrics,... -
Identification and forecasting of bull and bear markets using multivariate re...
Bull and bear market identification generally focuses on a broad index of returns through a univariate analysis. This paper proposes a new approach to identify and forecast bull...
