Skip to content
View hannes101's full-sized avatar
22 followers · 1 following

Achievements

Achievement: Arctic Code Vault Contributor

Achievements

Achievement: Arctic Code Vault Contributor

Block or report hannes101

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Pinned

  1. LeeStrazicichUnitRoot LeeStrazicichUnitRoot Public

    R code to perform the Lee Strazicich unit root test

    R 6 10

  2. TimeVaryingCointegration TimeVaryingCointegration Public

    R Implementation of the Time Varying Cointegration by Bierens and Martins 2010

    R 8 9

  3. myRportfolio myRportfolio Public

    Initial implementation to handle a small portfolio of equities and ETFs with R

    R 2

  4. ParallelPanelVAR ParallelPanelVAR Public

    Functions to parallelize the computational demanding functions of the panelvar R package

    R 4 2

  5. CointegrationAnalysis CointegrationAnalysis Public

    R 5

  6. FilterTRACE FilterTRACE Public

    Steps to filter the TRACE enhanced database

    R 7 1