About runmycode

RunMyCode is a web service providing computer codes in the fields of economics and business.

This service is based on the innovative concept of a companion website associated with a scientific publication.

The codes are run on a computer cloud server and the results are immediately displayed to the user.

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The concept

As simple as 1,2,3
1. A researcher has an idea.
2. The researcher writes a paper based on this idea.
3. Using RunMyCode, the researcher creates a companion website associated with this paper. The companion website allows people to implement the methodology presented in the paper.

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A revolutionary scientific tool

Research diffusion

RunMyCode allows researchers to spread their research globally.

Latest scientific methods

RunMyCode allows people to implement the latest scientific methods in a user-friendly environment.

Validation tool

RunMyCode allows researchers to replicate scientific results in order to check their validity and robustness.

Welcome to RunMyCode
After more than a year of development, the RunMyCode website goes live! We will do our best to help researchers to spread their research in a format that can be used by many people. Our goal is to make research easier to use and easier to replicate.

As this is still a beta version of the website, please report to us any bugs you may encounter.

The RunMyCode Team

Victoria Stodden, Gilbert Colletaz, Christophe Hurlin, Christophe Pérignon, Yvan Stroppa
Companion websites
Maximum Likelihood Methods for Models of Markets in Disequilibrium
Maddala, S. G., and F. D. Nelson, Econometrica (1974)
Hurlin, C.
Discover
last update 05-18-2012
Why don’t Banks Lend to the Private Sector in Egypt?
Herrera, S., C. Hurlin, and C. Zaki, World Bank Working Paper Series (2012)
Discover
last update 05-18-2012
Testing for a Unit Root in Panels with Dynamic Factors
Moon , R. H., and B. Perron, Journal of Econometrics (2004)
Hurlin, C.
Discover
last update 05-16-2012
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
Maddala, S. G., and S. Wu, Oxford Bulletin of Economics and Statistics (1999)
Hurlin, C.
Discover
last update 05-16-2012
Unit Root Tests for Panel Data
Choi, I., Journal of International Money and Finance (2001)
Hurlin, C.
Discover
last update 05-16-2012
Testing for Unit Roots in Heterogeneous Panels
Im, S. K., H. M. Pesaran, and Y. Shin, Journal of Econometrics (2003)
Hurlin, C.
Discover
last update 05-16-2012
Copula-Based Models for Financial Time Series
Patton, J. A., Handbook of Financial Time Series, Springer Verlag (2009)
Discover
last update 05-16-2012
Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties
Levin, A., C. Lin, and C. J. Chu , Journal of Econometrics (2002)
Hurlin, C.
Discover
last update 05-15-2012
A Simple Empirical Measure of Central Banks' Conservatism
Levieuge, G., and Y. Lucotte, SSRN (2012)
Levieuge, G.
Discover
last update 05-11-2012
Determining the Number of Factors in Approximate Factors Models
Bai, J., and S. Ng, Econometrica (2002)
Hurlin, C.
Discover
last update 05-09-2012
 
 
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics
Zhu, D., and J. W. Galbraith, Journal of Econometrics (2010)
Colletaz, G.
Discover
last update 05-05-2012
Mixed Logit with Repeated Choices: Households' Choices of Appliance Efficiency Level
Revelt, D., and K. Train, The Review of Economics and Statistics (1998)
Train, K.
Discover
last update 04-27-2012
The Risk Map: A New Tool for Validating Risk Models
Colletaz, G., C. Hurlin, and C. Perignon, SSRN (2012)
Discover
last update 04-27-2012
Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach
Aït-Sahalia, Y., Econometrica (2002)
Discover
last update 04-20-2012
Adaptive Estimation of Vector Autoregressive Models with Time-Varying Variance: Application to Testing Linear Causality ...
Patilea, V., IRMAR-INSA and CREST ENSAI (2010)
Raïssi, H.
Discover
last update 04-19-2012
Currency Crises Early Warning Systems: why they should be Dynamic
Candelon, B., E. Dumitrescu, and C. Hurlin, Maastricht University (2010)
Discover
last update 04-17-2012
Asymptotic Distribution-Free Diagnostic Tests For Heteroskedastic Time Series
Escanciano, J., Econometric Theory (2010)
Colletaz, G.
Discover
last update 04-17-2012
Techniques for Verifying the Accuracy of Risk Management Models
Kupiec, H. P., Journal of Derivatives (1995)
Hurlin, C., and C. Perignon.
Discover
last update 04-17-2012
International Comparisons of Living Standards by Equivalent Incomes
Gaulier, G., and M. Fleurbaey, The Scandinavian Journal of Economics (2009)
Fleurbaey, M., and G. Gaulier.
Discover
last update 04-13-2012
Outliers and GARCH Models in Financial Data
Charles, A., and O. Darné, Economics Letters (2005)
Charles, A., O. Darné, D. Banulescu, and E. Dumitrescu.
Discover
last update 04-13-2012
 
 
Backtesting Value-at-Risk: A GMM Duration-based Test
Candelon, B., G. Colletaz, C. Hurlin, and S. Tokpavi, Journal of Financial Econometrics (2011)
Colletaz, G., B. Candelon, C. Hurlin, and S. Tokpavi.
Discover
last update 03-29-2012
Mixed Logit with Bounded Distributions of Correlated Partworths
Sonnier, G., and K. Train, Applications of Simulation Methods in Environmental Resource Economics (2005)
Train, K.
Discover
last update 03-27-2012
Threshold Effects of the Public Capital Productivity : An International Panel Smooth Transition Approach
Colletaz, G., and C. Hurlin, University of Orléans (2006)
Hurlin, C.
Discover
last update 03-22-2012
Testing for Granger Non-causality in Heterogeneous Panels
Dumitrescu, E., and C. Hurlin, Economic Modelling (2012)
Discover
last update 03-20-2012
A New Approach to Comparing VaR Estimation Methods
Perignon, C., and D. Smith, Journal of Derivatives (2008)
Perignon, C., D. Smith, and C. Hurlin.
Discover
last update 03-20-2012
Network Effects and Infrastructure Productivity in Developing Countries
Candelon, B., G. Colletaz, and C. Hurlin, Maastricht University (2011)
Discover
last update 03-20-2012
Volatility Forecast Comparison Using Imperfect Volatility Proxies
Patton, J. A., Journal of Econometrics (2011)
Discover
last update 03-20-2012
Value-at-Risk (Chapter 5: Computing VaR)
Jorion, P., MacGraw-Hill (2007)
Hurlin, C., and C. Perignon.
Discover
last update 03-19-2012
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes
Calvet, E. L., and A. J. Fisher, Journal of Financial Econometrics (2004)
Discover
last update 03-16-2012
Value-at-Risk (Chapter 7: Portfolio Risk - Analytical Methods)
Jorion, P., McGraw-Hill (2007)
Hurlin, C., and C. Perignon.
Discover
last update 03-16-2012
 
 
How To Evaluate an Early Warning System? Towards a unified Statistical Framework for Assessing Financial Crises Forecast ...
Candelon, B., E. Dumitrescu, and C. Hurlin, IMF Economic Review (2012)
Discover
last update 03-16-2012
Backtesting Value-at-Risk Accuracy: A Simple New Test
Hurlin, C., and S. Tokpavi, Journal of Risk (2006)
Discover
last update 03-13-2012
Evaluating Interval Forecasts
Christoffersen, F. P., International Economic Review (1998)
Hurlin, C., and C. Perignon.
Discover
last update 03-09-2012
Backtesting Value-at-Risk: A Duration-Based Approach
Pelletier, D., and P. F. Christoffersen, Journal of Financial Econometrics (2004)
Hurlin, C., and C. Perignon.
Discover
last update 03-09-2012
Bartlett's Formula for a General Class of Non Linear Processes
Francq, C., and J. Zakoian, Journal of Time Series Analysis (2009)
Discover
last update 03-08-2012
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR
Benoit, S., G. Colletaz, and C. Hurlin, SSRN (2011)
Discover
last update 03-01-2012
Testing Interval Forecasts: A GMM-Based Approach
Dumitrescu, E., C. Hurlin, and J. Madkour, Journal of Forecasting (2011)
Dumitrescu, E., and C. Hurlin.
Discover
last update 01-26-2012
Margin Backtesting
Hurlin, C., and C. Perignon, University of Orleans, HEC Paris (2011)
Discover
last update 01-17-2012