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Raisa Velthuis' Code Repository


Associate Professor of Finance at Villanova University


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  •  Programs
  • QuizWrangler

    AI skills that converts messy quiz questions into Brightspace-ready CSV and QTI imports.

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  • Two-stage least squares with double clustered standard errors

    SAS program to perform two-stage least squares regression with double clustered standard errors using proc IML. The model has one regressor and one instrument, and does not include intercepts, following Pastor, Stambaugh, & Taylor (2015).

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  • Import many Excel files into SAS

    Imports Russell Indexes constituent data and adds CRSP permnos. This code can be reused to load other sets of Excel files that have the same structure into SAS.

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