This article will help you to estimate the beta (weekly, monthly, and annually) using STATA. The focus will be on the command statsby. The provided dataset has four variables (date, symbol, price, and S&P 500). The data comprise four firms (AAPL, GE, GM, and MSFT) To calculate the beta, it is a must to calculate …
How to Estimate Weekly, Monthly, Yearly Betas in Stata Read More »
While a data set is generated or imported, it contains many variables and have their specific name that are set by the creator of that data set and may vary depending on type of research which one is going to be performed, such variables are called research or data set variables. These variables are used …
Use of System Variables, difference between _n and _N in Stata Read More »
The purpose of the inlist command in Stata is to determine if a particular argument belongs to a specific list. It allows the user to use multiple conditions or multiple values in the condition. Let’s explain this with the help of an example. We will use the example dataset provided by Stata itself. Use the …
