Monday, March 6, 2017

EViews Add-In: Importing Ken French’s Data Library

The frenchdata add-in is designed to make it easier and faster to download data from Ken French's data library. The data in the library are in zipped *.txt or *.csv files, many with multiple data sets and mixed date formats that can be tedious to import. This add-in, in contrast, is straightforward and requires minimal input. After downloading and processing each file is put in a separate workfile, multiple datasets in a single file are separated and each one is put in a separate page, data columns are put into series, and date formats are read from the files and applied to the page(s) of the workfile.