This repository has the following separate sub projects:

1. AssetPricingTest: Julia code for asset pricing test

2. DriscollKraay: Julia code for panel regressions with Driscoll-Kraay standard errors

3. EmpiricalFinancePhD: Julia code for a PhD course in empirical finance at UNISG (unpolished)

4. FinancialTheoryMSc: Julia code for an MSc course in finance at UNISG (unpolished)

5. FittingNfromHist: Julia code for fitting N(mu,sigma2) from a histogram

6. JuliaTutorial: a Julia tutorial aimed at finance students

7. JuliaTutorialExtra: the next steps after the JuliaTutorial (debugger, load data, etc)

8. LStar: Julia code for LSTAR regressions

9. NelsonSiegel: Julia code for estimating extended Nelson-Siegel model

10. SolvingReModels: Julia code for solving RE models

To download use "Download ZIP" (upper right). This gives you a zip file with all the subfolders. (No, as of yet there is no simple way of downloading a single subfolder.)

The code typically follows my lecture notes/papers. So far, there are few attempts at speeding up or error checking.