# Major update of my Financial Econometrics Repository

**URL:** <https://discourse.julialang.org/t/major-update-of-my-financial-econometrics-repository/109368>\
**Category:** Statistics\
**Created:** [January 28, 2024, 8:20pm UTC](https://discourse.julialang.org/t/major-update-of-my-financial-econometrics-repository/109368 "2024-01-28T20:20:13Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![Paul\_Soderlind](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/paul_soderlind/32/1753_2.png) [@Paul\_Soderlind](https://discourse.julialang.org/u/Paul_Soderlind)\
**Post date:** [January 28, 2024, 8:20pm UTC](https://discourse.julialang.org/t/major-update-of-my-financial-econometrics-repository/109368/1 "2024-01-28T20:20:13Z")

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Dear Julians,  
I have made a major update of [my financial econometrics repository](https://github.com/PaulSoderlind/FinancialEconometrics), aimed at late MA/early PhD students in finance. It covers things from OLS to quantile regressions (via MLE, GMM, kernel regressions). Each chapter is a small empirical project, using files from local modules. In general, the functions for the econometric methods are coded so as to be easy to read (learn), while speed is not the main focus.

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**Author:** ![tbeason](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/tbeason/32/15898_2.png) [@tbeason](https://discourse.julialang.org/u/tbeason)\
**Post date:** [January 28, 2024, 8:31pm UTC](https://discourse.julialang.org/t/major-update-of-my-financial-econometrics-repository/109368/2 "2024-01-28T20:31:03Z")

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Paul, thanks for putting this out there. I have benefitted and I am sure many others have as well.