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  1. OECD_Data OECD_Data Public

    Python Code to automatically source real-time OECD data

    TeX 5 1

  2. MSM MSM Public

    Estimate and simulate Markov-Switching Multifractal Model

    Julia 1

  3. Factor-Selection Factor-Selection Public

    Python code to compute optimal number of factors for large datasets

    Python 2

  4. SU_JBES SU_JBES Public

    Files for Combining p-Values for Multivariate Predictive Ability Testing

    MATLAB