R-package czzg
Overview
This package does the risk factor selection as described in the papers by Chib and Zeng (2020, JBES) and
Chib, Zeng and Zhao (2020, Journal of Finance). Examples of how to run the functions included
in the package are in czzg.pdf.
Binary package file for windows
Binary package file for mac M2 chip
Binary package file for mac M1 chip
Binary package file for mac intel chip. After downloading remove the (intel) from the name
If there are any questions, please contact
chib@wustl.edu
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