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asreg: Get standard errors of the first stage regression of the Fama and MacBeth (1973) Procedure in Stata

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In the following example, we shall use asreg that can be installed from SSC by typing the following line in Stata command window ssc install asreg   The problem Let’s say that we wish to report different regression statistics from Fama and MacBeth (1973) regression such the standard errors of variables. Using the fmb option,

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Quick Table for Converting Different Dates to Stata Format

Daily Dates Copying data from the internet, CSV files, or other sources into Stata will record the date as a string variable, shown with red color. Before we can use the Stata time-series or panel-data capabilities, we need to convert the string date to a Stata date. In the following table, the first column shows

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asdoc: Exporting customized descriptive statistics from Stata to MS Word / RTF

Osama Mahmood has asked :  If I want to report 25th and 75th percentiles for variables through asdoc, then how would I do that? And what if I do not want to report the Min and Max? Answer: In this YouTube video, I have shown various methods in which descriptive statistics can be reported using

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asdoc: Export matrix to MS Word | the case of xttab command in Stata

asdoc provides a variety of ways in which results from various Stata commands can be exported to MS Word or an RTF file. In this blog post,  I show how to export a Stata matrix to MS word. Usually, Stata commands leave results in r() or e() macros and sometimes in a Stata matrix. Consider

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asdoc: using option row for creating customized tables row by row in Stata | MS Word

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Introduction Option row is a new feature in version 2.0 of asdoc. This feature allows building tables in pieces. That is good news for those who want to make highly customized tables from Stata output. This feature can be considered an advanced topic and might not be good for Stata beginners. With many other Stata

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Research Topics in Finance: Asset Pricing

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  1  Investor sentiment: Does it augment the performance of asset pricing models? 2  Mispricing and the five-factor model 3  Size, value, profitability, and investment: Evidence from emerging markets 4 Noisy prices and the Fama–French five-factor asset pricing model 5 Cross-sectional tests of the CAPM and Fama–French three-factor model 6 Decomposing the size, value and

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asdoc version 2 : Summary of New features | export Stata output to MS Word

Version 2.0 of asdoc is here. This version brings several improvements, adds new features, and fixes minor bugs in the earlier version. Following is the summary of new features and updates.   Brief Introduction of asdoc asdoc sends Stata output to Word / RTF format. asdoc creates high-quality, publication-ready tables from various Stata commands such

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asdoc : Easily create Summary Stats in Stata and send it to MS Word: A video example

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In this video post, I show the use of asdoc for the different type of summary statistics in Stata and sending them to MS word. Examples given in this video include: Default summary statistics that include the number of observations, mean, standard deviation, minimum, and maximum Detailed summary statistics that include no. of observations, mean,

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Dropping i.dummies from regression | asdoc | Word | Stata

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Questions: I have time and location dummies which I want to include in the regression, but do not want to report them in the regression nested tables created with asdoc. How can I do that? If you have not already installed asdoc, you can install it from SSC by typing the following in the Stata

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Exporting tabs and cross-tabs to MS Word from Stata with asdoc

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For installation and other uses of asdoc, please see this short blog post. Tabulation and Cross-tabs with asdoc Exporting tables created by Stata commands such as tab, tabulate1, tabulate12, table, tabsum, tab1, tab2, and others to MS word is super easy with asdoc.  As with other commands, we need to just add asdoc as a prefix

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