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文章列表 [ 2008-11-07 21:25:36 ]
This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
[ 2008-10-24 08:52:59 ]
经过半年多的奋战,STATA高级视频教程终于完成了。整个教程共50多个学时,包含48个视频文件,内容涉及多种常用的估计方法(如普通最小二乘法、广义最小二乘法、非线性最小二乘法、最大似然估计、IV估计和 GMM)、时间序列分析(如ARMA模型、VAR模型、单位根检验、协整分析等)、面板数据模型(固定效应、随机效应、面板IV-GMM、动态面板、面板单位根检验、面板协整分析等)。同时,视频中还细致的讲述了STATA编程、Bootstrap以及Monte Carlo模拟相关的内容。
我相信,完成STATA高级视频的学习后,你的实证分析能力将有一个很大的提高。
[ 2008-09-15 10:39:43 ]
Stata resources
Resources for learning Stata
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Resources for adding features to Stata
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Stata examples and datasets
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Utilities
[ 2008-08-21 16:15:10 ]
In statistics, resampling is any of a variety of methods for doing one of the following:
Estimating the precision of sample statistics (medians, variances, percentiles) by using subsets of available data (jackknife) or drawing randomly with replacement from a set of data points (bootstrapping)
Exchanging labels on data points when performing significance tests (permutation test, also called exact test, randomization test, or re-randomization test)
Validating models by using random subsets (bootstrap, cross validation)
Common resampling techniques include bootstrapping, jackknifing and permutation tests.
[ 2008-08-21 16:09:36 ]
In statistics, bootstrapping is a modern, computer-intensive, general purpose approach to statistical inference, falling within a broader class of resampling methods.
[ 2008-08-21 16:06:13 ]
Bootstrap is a simple but powerful Monte Carlo method to assess statistical accuracy or to estimate distribution from sample's statistics. This tutorial will give you introduction to some practical idea on what is bootstrap method, how to perform bootstrap step by step by hand and with some simple "programming" in MS Excel. By the end of this tutorial, you will gain much better understanding on how to manage your limited number of observations in your sample by creating your own data. Bootstrap sampling is not magic or miracle or cheating but truly useful scientific method. Keep reading!
[ 2008-08-06 10:39:56 ]
[ 2008-06-03 10:40:35 ]
Event Studies with Stata
An event study is used to examine reactions of the market to events of interest. A simple event study involves the following steps:
Cleaning the Data and Calculating the Event Window
Estimating Normal Performance
Calculating Abnormal and Cumulative Abnormal R
[ 2008-06-03 10:07:28 ]
[ 2008-06-02 21:32:41 ]
the Event Study Webpage
by Don Cram
http://web.mit.edu/doncram/www/eventstudy.html
Under construction...suggestions/references appreciated.
What is an event study? An event study, in economics/finance/accoun
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