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We provide customized help in empirical models. See the following menu for more details:

 

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Quick setup of Python with Stata 16

With the announcement of Stata 16, Python commands can be executed directly from the Stata command prompt, do files or ado programs. That would definitely expand the possibilities of doing extraordinary things without leaving the Stata environment. However, this integration exposes Stata to all the problems of Python installations and its packages. First of all,

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Fama and MacBeth regression with Shanken correction using asreg

If you are not yet familiar with asreg, here is a quick start. Implementing the Fama and MacBeth regression using asreg is super-fast and easy. Here are a few posts related to this implementation. FMB regressions with asreg FMB regression – what, how and where FMB regressions with 25-portfolios – An example The Shanken Correction

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Fama – MacBeth (1973) procedure: What, how and where | asreg in Stata

Fama and MacBeth (1973) procedure can be used in testing asset pricing models and other areas. In this post, my primary focus is on its use in testing asset pricing models. FMB in asset pricing models It is actually a three-step process. We would divide the time period into three parts. 1. The first step

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