README.md

In tweed1e/idiosyncratics:

idiosyncratics

Jesse Tweedle Nov 16, 2017

An R package to reproduce the results in the paper on measuring idiosyncratic shocks. Install with devtools:

library(devtools)
install_github("tweed1e/idiosyncratics")

Data

Code uses fake data to show how the code works. The real data are available at CDER. Install the fake data package with

library(devtools)
install_github("tweed1e/fakedata")

Code

Is written in R, with a helping of tidyverse.

Vignettes

Show the data processing involved in turning a firm panel dataset into the final results.

tweed1e/idiosyncratics documentation built on May 29, 2019, 10:51 a.m.