Empirical Methods in Finance

I teach two Stata practice sessions as part of my TA tasks. Below you may find the practice assignment for the second session, the solution (.do file), my slides, and the videos for online teaching. The assignment covers the topics of event studies and time-series predictions.

• Assignment

• Data

• Code (.do file)

• Slides

Videos:

• Intro & merging datasets

• Event study 1

• Event study 2

• Panel regression 1

• Panel regression 2

• Time series 1

• Time series 2

• Time series 3