-
Semiparametric Value-At-Risk Estimation of Portfolios
This MATLAB-code reproduces the results of Xu, Jiahua (2019). Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking &... -
Data set for Roodman replication of Bleakley 2007
Data and code for Roodman replication and reanalysis of Bleakley (2007), "Disease and Development: Evidence from Hookworm Eradication in the American South."