Software
Tools developed alongside my statistical and financial research.
Errors-in-variables estimation
Estimators for regression models with mismeasured variables, using high-order cumulants and moments. The repository also includes Symbolic.mata, a symbolic-algebra library for Mata.
ssc install xtewreg
Difference-of-Log-Normals
Code for working with the Difference-of-Log-Normals distribution used in my research on firm fundamentals, growth and returns.
N-SAR data tools
A research tool for collecting and processing mutual-fund N-SAR filings from SEC EDGAR.