This article goes over the process of creating a business calendar in Stata. There are several advantages of having a business calendar in Stata as compared to using a simple date variable which we will explore in subsequent sections. To look at business calendars in Stata, we will use an example dataset which has the …
How to Create and use Business Calender in Stata Read More »
In field of finance and econometrics, we need to measure the movement of assets according to market movement or Market Beta. Nothing in finance remain constant over time. Cost, finances, and revenues changes from time to time, so we have to move towards the method of moving averages and many like these. So, method of …
Estimate Rolling Regression or Rolling Beta in Stata Read More »
Oftentimes, we need to compare variables with each other in Stata. Stata’s compare command in Stata allows simple comparisons between variables to be made, which will be discussed further in this article. Download Example File The general syntax for this command is: compare variable1 variable2 [if] [in] After writing the command, the two variables to …
Use of Compare command in Stata to compare variables Read More »
Comparison of two data sets helps understand the characteristic features of different variables across the two data sets. We can compare the entire data sets as well as the variables in both data sets. These variables can be compared efficiently by using STATA. We can do that either by using the menu i.e., Data>Data utilities> …
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 »
