Data and Code
Data and Code
Code
If you use any of the code below, please cite the related paper in yours.
Eventually, when I am procrastinating from working on new research, I'll update this page with datasets used in each of my published papers (where possible) and some of the code that I used.
Data
Global Factor data (not mine, but a great resource)
here: http://www.globalfactorpremia.org/
and