FIN544 Stata Programming and Applications in Finance
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.
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
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.
The lecture will be open to all PhD students at NHH as well as PhD candidates from other Norwegian institutions
- Successful completion of PhD-level empirical corporate finance course;
- Stata command language and programming fundamentals (data management commands, standard estimation commands, macro, programming constructs)
Students are required to deliver weekly written individual assignments during the course.
Students are required to deliver one individual, written homework assignment.
Christopher F. Baum, An Introduction to Stata Programming, Second Ed., Stata Press
- ECTS Credits
- Teaching language
Autumn. Not offered Autumn 2023.
Eric de Bodt, Professor of Finance