eohne
Elias is a Post-Doctoral Research Associate at the Centre for Endowment Asset Management at Cambridge Judge Business School, United Kingdom.
University of Cambridge Judge Business SchoolCambridge, UK
Pinned Repositories
alpaca
An R-package for fitting glm's with high-dimensional k-way fixed effects
IAPDAdvisorInfo.jl
Retrieve firm names, CRD, and SEC numbers as well as other business names from www.adviserinfo.sec.gov
LinearHypothesisTest.jl
Perform Linear Hypothesis (Linear Restriction) Tests for GLM and FixedEffects Models in Julia
MatchIt.jl
Propensity Score Matching
PerformanceAnalytics.jl
WeightedStackedDID.jl
Weighted Stacked Regressions (Wing, Freedman, and Hollingsworth, 2024)
YFinance.jl
Download historical stock market data from Yahoo Finance. Exposes stock, commodity, futures, currency (FX), mutual fund, and ETF prices, stock fundamental, summary data , and options data.
RCall.jl
Call R from Julia
did2s
Two-stage Difference-in-Differences package following Gardner (2021)
didimputation
Difference-in-differences Imputation-based Estimator proposed by Borusyak, Jaravel, and Spiess (2021)
eohne's Repositories
eohne/YFinance.jl
Download historical stock market data from Yahoo Finance. Exposes stock, commodity, futures, currency (FX), mutual fund, and ETF prices, stock fundamental, summary data , and options data.
eohne/LinearHypothesisTest.jl
Perform Linear Hypothesis (Linear Restriction) Tests for GLM and FixedEffects Models in Julia
eohne/PerformanceAnalytics.jl
eohne/IAPDAdvisorInfo.jl
Retrieve firm names, CRD, and SEC numbers as well as other business names from www.adviserinfo.sec.gov
eohne/MatchIt.jl
Propensity Score Matching
eohne/WeightedStackedDID.jl
Weighted Stacked Regressions (Wing, Freedman, and Hollingsworth, 2024)