voigtstefan/btap: Computation of marginal likelihoods to compare asset pricing models
Version 0.0.0.9000

This package allows to compute marginal model likelihoods for asset pricing models with different restrictions (mispricing, dynamic factor loadings, return predictability) and provides functionalities to replicate the paper *Avramov, Chao, and Voigt (2017)*.

Getting started

Package details

Maintainer
LicenseWhat license is it under?
Version0.0.0.9000
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("voigtstefan/btap")
voigtstefan/btap documentation built on May 17, 2018, 11:17 a.m.