Ecosyste.ms: Repos

An open API service providing repository metadata for many open source software ecosystems.

GitHub topics: fama-macbeth

bashtage/linearmodels

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

Language: Python - Size: 127 MB - Last synced: about 4 hours ago - Pushed: 7 days ago - Stars: 900 - Forks: 180

bradleyboyuyang/Empirical-Finance

Efficient frontier, Fama-French factor models, idiosyncratic volatility, event study

Language: Jupyter Notebook - Size: 151 MB - Last synced: over 1 year ago - Pushed: almost 2 years ago - Stars: 14 - Forks: 1

dacianpeng/Fama-Macbeth-1973-Risk-Return-and-Equilibrium-Empirical-Tests-reproduce

Language: Jupyter Notebook - Size: 619 KB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 0 - Forks: 1

Related Keywords
fama-macbeth 3 finance 1 multifactor-model 1 investment-analysis 1 event-studies 1 empirical-finance 1 efficient-frontier 1 capm 1 statistical-model 1 seemingly-unrelated-regression 1 regression 1 random-effects 1 pooled-ols 1 panel-regression 1 panel-models 1 panel-data 1 panel 1 ols 1 linear-models 1 iv 1 instrumental-variable 1 gmm 1 fixed-effects 1 first-difference 1 clustered-standard-errors 1 between-estimator 1 asset-pricing 1