Data Management
We have more than a decade of experience in data management, data cleaning, data merging, and data conversion.
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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 al., 2005, [...]
Stata Codes for Dynamic Momentum Strategy | Avoiding Market Crash Risk
Why a dynamic momentum strategy? Momentum returns are usually negatively skewed and subject to occasional severe crashes. Several research papers have recently explored the timing of momentum crashes and show that momentum strategies tend to crash in 1–3 [...]
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 [...]
Latest Blog Posts
Convert String Variables to Numeric in Stata
In this post, I show how to convert string variables to numeric in Stata. String variables are shown in red . If a numeric variable is stored as a string variable in Stata, we [...]
Quick Table for Renaming Variables in Stata
Renaming a single variableRenaming a single variable is pretty simple in Stata. Assume that we have the following variables in our data set. date symbol returnsIf we wish to rename the returns variable to just [...]
asrol’s Options | Stata Package for rolling window statistics
asrol's Options asrol has one required option and 8 optional options: Details are given below: 1. stat() Option stat is used to specify required statistics. Version 4.0 or higher of asrol supports [...]
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 programname, where programname can be replaced by the relevant. program name.
