Econometric programming in finance

FIN544 Econometric programming in finance

Spring 2024

Autumn 2024
  • Topics

    The course focuses on econometric programming in Stata. The course introduces students to fundamental and advanced programming techniques using Stata. Applications to real datasets will be covered with the goal of identifying causal relations in empirical corporate finance. The course will cover panel data, diff-in-diff estimators, randomized inference as well as an introduction to machine learning among other things.

  • Learning outcome

    After completing the course, students will be able to:


    - identify causal relations in empirical corporate finance


    - use Stata to implement modern technics to identify causal relations in empirical corporate finance

    - choose appropriate identification strategy

  • Teaching

    The course takes place over six weeks and is taught via Zoom. Each week consists of a 30 minute pre-recorded video lecture and a 60-minute synchronous lecture. 

  • Restricted access

    The lecture will be open to all PhD students at NHH as well as PhD candidates from other Norwegian institutions

  • Required prerequisites

    • Successful completion of PhD-level empirical corporate finance course;
    • Stata command language and programming fundamentals (data management commands, standard estimation commands, macro, programming constructs)

  • Compulsory Activity

    Students are required to deliver weekly written individual assignments during the course.

  • Assessment

    Students are required to deliver one individual, written homework assignment.

  • Grading Scale


  • Computer tools


  • Literature

    Christopher F. Baum, An Introduction to Stata Programming, Second Ed., Stata Press


ECTS Credits
Teaching language

Autumn. Not offered Autumn 2023.

Course responsible

Eric de Bodt, Professor of Finance