Data Management
We have more than a decade of experience in data management, data cleaning, data merging, and data conversion.
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Projects Completed
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Stata Published Programs
Latest Projects
Stata code | Boone Indicator for Market Competition
Boone Indicator for Market Competition The Boone indicator is a new measure of competition based on the theoretical assumption that, in a more efficient or competitive industry, firms are punished severely for being inefficient (Boone et [...]
Stata Code for Dynamic Momentum Strategy
Stata Code for Dynamic Momentum Strategy Our Stata code for dynamic momentum strategy accounts for the fact that momentum returns are negatively skewed and subject to occasional severe crashes. Several research papers have recently explored the [...]
Stata Codes for Conditional Beta using MGARCH Approach
Time-Varying Beta estimated from Bivariate GARCH This project estimates time-varying betas and conditional betas using the method outlined in "Forecasting Ability of GARCH vs Kalman Filter Method". The code uses daily data. The interesting part of the [...]
Published Stata Programs
We have published the following programs on the SSC. These programs are already very popular as indicated by their monthly download statistics. To download these programs, just type ssc install program name, where program name can be replaced by the relevant. program name.
