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We have published several programs written in Stata / Mata Language. These programs are available for download without any charge.

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Stata Published Programs

Latest Projects

2020-08-28T12:52:23+05:00

Stata Codes for Conditional Beta using MGARCH Approach

Time-Varying Beta estimated from Bivariate GARCH This project estimates time-varying betas and conditional betas using the method outlined in "Forecasting Ability of GARCH vs Kalman Filter Method". The code uses daily data. The interesting part of the [...]

Published Stata Programs

We have published the following programs on the SSC. These programs are already very popular as indicated by their monthly download statistics. To download these programs, just type ssc install program name, where program name can be replaced by the relevant. program name.