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Details about John C. Frain

E-mail:
Homepage:http://www.tcd.ie/Economics/staff/frainj/home.htm
Postal address:Economics Department Trinity College Dublin 2 Ireland
Workplace:Department of Economics, Trinity College Dublin, (more information at EDIRC)

Access statistics for papers by John C. Frain.

Last updated 2016-04-04. Update your information in the RePEc Author Service.

Short-id: pfr62


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Working Papers

2014

  1. Applied LATEX for Economists, Social Scientists and Others
    Economic Papers, Trinity College Dublin, Economics Department Downloads
  2. MATLAB for Economics and Econometrics A Beginners Guide
    Economic Papers, Trinity College Dublin, Economics Department Downloads

2010

  1. An Introduction to Matlab for Econometrics
    Economic Papers, Trinity College Dublin, Economics Department Downloads
  2. Introduction to STATA with Econometrics in Mind
    Economic Papers, Trinity College Dublin, Economics Department Downloads View citations (1)

2008

  1. Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices
    Economic Papers, Trinity College Dublin, Economics Department Downloads
  2. Value at Risk (VaR) and the alpha-stable distribution
    Economic Papers, Trinity College Dublin, Economics Department Downloads

2007

  1. Small sample power of tests of normality when the alternative is an alpha-stable distribution
    Economic Papers, Trinity College Dublin, Economics Department Downloads View citations (1)

2004

  1. A RATS subroutine to implement the Chow-Lin distribution/interpolation procedure
    Research Technical Papers, Central Bank of Ireland Downloads View citations (6)

2003

  1. Inflation and Money Growth: Evidence from a Multi-Country Data-Set
    Research Technical Papers, Central Bank of Ireland Downloads View citations (1)
    See also Journal Article in The Economic and Social Review (2004)

1996

  1. Estimating Investment Functions for a Small-Scale Econometric Model
    Research Technical Papers, Central Bank of Ireland Downloads
  2. Market Risk: An introduction to the concept & analytics of Value-at-risk
    Research Technical Papers, Central Bank of Ireland Downloads View citations (1)

Journal Articles

2004

  1. Inflation and Money Growth - Evidence from a Multi-Country Data-Set
    The Economic and Social Review, 2004, 35, (3), 251-266 Downloads View citations (4)
    See also Working Paper (2003)
 
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