NEWS.md

In yukai-yang/FE: Data Sets and Functions for the Course "Financial Econometrics"

New Features in FE 1.2.2

• Implement a function computing the log-likelihood function based on residuals.

New Features in FE 1.2.1

• Princinpal Component method

New Features in FE 1.2.0

• Data sets: portfolio_m and factors_m
• Implement the estimation of the Sharpe-Lintner CAPM model
• Fama-MacBeth two-step (cross-sectional) regression for risk premium.

New Features in FE 1.1.0

• Implement some functions for CAPM models.

New Features in FE 1.0.0

• Data sets: DJ_d, DJ_w, index_d, and portcap_m
• Documetation including README, NEWS, LICENSE and etc.

yukai-yang/FE documentation built on May 29, 2019, 12:19 p.m.