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Gus Abraham


Last seen: 2 years ago |  Active since 2021

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Question


Remove "data1" & "data2" recession plot legend
I'm plotting a return series with a recession plot as an overlay. The issue is that the recession "bars" shows up as data1 and d...

2 years ago | 1 answer | 0

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answer

Question


Subplots years on X-axis display every year
I'm trying to do four subplots with a start and end date as xlimits and every year displayed on the x-axis. But I can't seem to ...

2 years ago | 1 answer | 0

1

answer

Question


Matrix is close to singular or badly scaled portfolio sorting
I'm trying to sort 3 size portfolios and perform a 2-stage Fama Macbeth regression with excess portfolios returns on LHS and FF...

3 years ago | 0 answers | 0

0

answers

Question


Portfolio sorting using discretize and accumarray
I'm trying to sort equally weighted portfolios using discretize and accummarray. I want to make 3 equally weighted portfolios ...

3 years ago | 0 answers | 0

0

answers

Question


Using isnan to check if there is any NaNs in a window and setting all the values to NaN if there are any.
I'm trying to use isnan to find if there is any NaNs in y in a window of 12 time points and if there are set all values for X in...

3 years ago | 1 answer | 0

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answer