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Gus Abraham


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Question


Remove "data1" & "data2" recession plot legend
I'm plotting a return series with a recession plot as an overlay. The issue is that the recession "bars" shows up as data1 and d...

plus de 4 ans il y a | 1 réponse | 0

1

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Question


Subplots years on X-axis display every year
I'm trying to do four subplots with a start and end date as xlimits and every year displayed on the x-axis. But I can't seem to ...

plus de 4 ans il y a | 1 réponse | 0

1

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Question


Matrix is close to singular or badly scaled portfolio sorting
I'm trying to sort 3 size portfolios and perform a 2-stage Fama Macbeth regression with excess portfolios returns on LHS and FF...

presque 5 ans il y a | 1 réponse | 0

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Question


Portfolio sorting using discretize and accumarray
I'm trying to sort equally weighted portfolios using discretize and accummarray. I want to make 3 equally weighted portfolios ...

presque 5 ans il y a | 1 réponse | 0

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Question


Using isnan to check if there is any NaNs in a window and setting all the values to NaN if there are any.
I'm trying to use isnan to find if there is any NaNs in y in a window of 12 time points and if there are set all values for X in...

presque 5 ans il y a | 1 réponse | 0

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