├── .gitattributes ├── .gitignore ├── AssetPricingTest ├── AssetPricingTest3bPs.jl ├── AssetPricingTest3dPs.jl ├── ExampleAPTsT.jl ├── FF25Ps.csv ├── FFmFactorsPs.csv ├── HDirProdPs.jl ├── NewEst3Ps.jl ├── Readme.md ├── TestingPricingErrors.pdf └── excise.jl ├── DriscollKraay ├── DVMS.pdf ├── Data │ ├── BA.csv │ ├── Size.csv │ ├── TRMS.csv │ ├── TRMS2.csv │ └── aVol.csv ├── Example.ipynb ├── Example.jl ├── Readme.md └── jlFiles │ ├── FindNN.jl │ ├── PanelOls.jl │ └── printmat.jl ├── FittingNfromHist ├── AbelComm200504.pdf ├── Example.ipynb ├── Example.jl ├── HistogramFitFn.jl ├── InfForc200204.pdf └── Readme.md ├── LICENSE.txt ├── LStar ├── CTData.csv ├── CarryTradeCRS201002.pdf ├── Example.ipynb ├── Example.jl ├── Readme.md └── jlFiles │ ├── FindNoNaNPs.jl │ ├── NewEst3Ps.jl │ ├── OlsLStar3Ps.jl │ ├── OlsPs.jl │ └── printmat.jl ├── NelsonSiegel ├── Example.ipynb ├── Example.jl ├── FinInfo199611.pdf ├── Readme.md └── jlFiles │ ├── BondNSxPs.jl │ ├── BondPricePs.jl │ └── printmat.jl ├── 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