# BLOG

## Stata Rolling command vs asreg for rolling regressions: Similarities and differences

Karina van Kuijk asked the following question: Question:  I need to calculate the factor sensitivity of firms to ultimately sort portfolio’s based on this factor. I have found the asreg Stata code on your website and I was wondering if this code would be useful for my purpose. However, if I compare the rolling Stata

## Research topics | Corporate Governance and Disclosure

In this blog post, I would like to present a list of research topics related to corporate governance and disclosure choices.    1  The relevance of good corporate governance practices in family controlled and concentrated ownership environment? 2  Corporate governance practices, firms performance, and risk? Are these related? 3  Market risk disclosures and corporate governance structure 4

## Plotting cumulative average abnormal (CAAR) on a graph in Stata

In Stata, we can use the two-way graph type for plotting abnormal returns or cumulative average abnormal returns against the days of the event window. Suppose that we have event window of 7 days, and have the following data     days caar1 caar2 caar3 caar4 -3 0 0 0 0 -2 -.0043456 -.0050911 .0000683

## asdoc : options and examples

Introduction asdoc sends Stata output to Word / RTF format. asdoc creates high-quality, publication-ready tables from various Stata commands such as summarize, correlate, pwcorr, tab1, tab2, tabulate1, tabulate2, tabstat, ttest, regress, table, amean, proportions, means, and many more. Using asdoc is pretty easy. We need to just add asdoc as a prefix to Stata commands.

## Rolling regressions, beta, t-statistics, and SE in Stata

asreg can easily estimate rolling regressions, betas, t-statistics and SE in Stata. To understand the syntax and basic use of asreg, you can watch this Youtube video. In this post, I show how to use asreg for reporting standard errors, fitted values, and t-statistics in a rolling window. To install asreg, type the following on

## Publication quality regression tables with asdoc in Stata – video example

Creating publication-quality tables in Stata with asdoc is as simple as adding asdoc to Stata commands as a prefix. asdoc can create two types of regression tables. The first type (call it detailed) is the detailed table that combines key statistics from the Stata’s regression output with some additional statistics such as mean and standard

## How to export high-quality table of correlations from Stata to MS Word

For creating a high-quality publication-ready table of correlations from Stata output, we need to install asdoc program from SSC first. ssc install asdoc, update Once the installation is complete, we shall add the word asdoc to the cor or correlate command of Stata. Since we estimate correlations among all numeric variables of a dataset with

## How to use asdoc : a basic example

Using asdoc is pretty easy. You need to add just asdoc as a prefix to Stata commands. For example, we use the sum command to find summary statistics of all numeric variables in the dataset. We shall add just asdoc as a prefix to sum.  Let us load the auto.dta set for practice and find summary