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Tags : asreg fast rolling window r-squared (R2) in Stata rolling window regressions

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

Read More- Attaullah Shah
- June 11 ,2018
- 1

Tags : corporate disclosure topics Corporate social responsibility topics for research research topics in corporate disclosures research topics in corporate governance research topics of CSR

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

Read More- Attaullah Shah
- May 27 ,2018
- 10

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

Read More- Attaullah Shah
- April 11 ,2018
- 1

Tags : asdoc export correlation table to Word

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.

Read More- Attaullah Shah
- March 22 ,2018
- 18

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

Read More- Attaullah Shah
- March 21 ,2018
- 6

Tags : asdoc export regression table to word from Stata ms word Publication quality regression tables Stata output Stata output to Word 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

Read More- Attaullah Shah
- March 19 ,2018
- 54

Tags : asdoc correlation table correlation table with significance level correlation table with stars export correlation table to Word Stata output to 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

Read More- Attaullah Shah
- March 05 ,2018
- 36

Tags : asdoc Stata output Stata output to Word

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

Read More- Attaullah Shah
- February 23 ,2018
- 40

About asdoc asdoc is a Stata program that makes it super-easy to send output from Stata to MS Word. asdoc creates high quality, publication-ready tables from various Stata commands such as summarize, correlate, tabstat, cross-tabs, regressions, t-tests, flexible table, and many more. Installation The program can be installed by typing the following from the Stata command

Read More- Attaullah Shah
- January 31 ,2018
- 68

Tags : asrol continuously compounded returns convert returns from daily to weekly log returns vs simple returns Stata ascol program

Simple vs log returns | Conversion from daily to other frequencies MS Excel Example [Download Example] In the following table, we have data from 1/1/2010 to 1/7/2010. The first column has firm id; the second column has date; the third column has stock prices. id date prices simple ri log_ri ri+1 1 1/1/2010 70 1

Read More- Attaullah Shah
- December 02 ,2017
- 0