How to estimate weekly, monthly and yearly beta in stata | Statsby
Mar 19, 2023
Especially in the area of finance, we need to calculate the different frequencies of betas, i.e. weekly, monthly or annual betas. Usually to represent a systematic risk of a stock and use the generated series to study its impact on other factors.
00:00 Introduction of topic
02:48 Statsby command
06:47 Naming variables in statsby
5:07 Saving and clear option
0807 More statistics in statsby
8:57 Estimate Yearly betas
11:03 Estimate Monthly betas
12:53 Estimate Weekly betas
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