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Thank you so much. This was really helpful. Do you have a video about desctable?

Couldn’t thank you enough for this wonderful video on stata. This video saved my day 😊

Thanks for the video. It went straight to the point. You saved lots of time while cleansing my dataset. Awesome video!

very informative and helpful video lecture. I have query that there are 20 companies in my sample whose stock split occurred in a specific year e.g., 2020, but their stock split happened on different dates in that year. in this case how indexlist (BSE Sensex) data will be stagged.

Very nice explanation

it would be better if you share the do file of fama french 5 factor model as the file showing the panel data analysis in R

sir can you please tell me how to change the stars and significance level for the correlation matrix, like if I want only 10, 5 and 1 % sig level?

You are a great explainer thank you

Is there a way I could overlay one graph over another in Stata?

great video ..thank you for explaining it so lucidly. i am running an event study to check the impact of CEO change on stock prices. i have put everything according to your format but on running the command i am getting the following error- "variable date does not uniquely identify observations in the using data." how this error can be rectified. Please help

Can we include both regression and panel regression in the same output table in stata?

It's really hard to find a word to show my appreciation. Great explanation and insightful. Thank you!

This was helpful - thank you!

Thanks for the video. I was wondering how you should interpret the final coefficients you obtain after running both stages? Do the coefficients represent risk premia? or rather the effect on returns?

Thank you for your teaching videos. They are very helpful. I was wondering if you have a video on how to combined more than one observations into one single observation in stata. To be clear, let us assume this scenario on disability types: 1- Difficulty in seeing : Yes = 1, No = 0 2- Difficulty in walking : Yes = 1, No = 0 3- Difficulty in speaking: Yes = 1, No = 0 4- Difficulty in hearing : Yes = 1, No = 0 Then we want to combine all these 4 observations into one single observation. This single observation can be named Persons with disability ( Yes: 1, No:0), Any guidance will be appreciated.

after concluding that we have time and entity fixed effect in the model, I test Autocorrelation and heteroscedasticity both exist in FEM, what should I do next, please replyyyyyyy

Could not have asked for a more comprehensive video. Thanks a lot

super informative, thank you sir, I was confused why I can't see my command history, turns out I need to save it in log/do file :"

Really good and thorough explanation. Easy to follow

You are so brilliant and your effort is great thank you

Thanks for the video! It's really clear and helpful. However, I have a different situation and I'm struggling to use margins command correctly. In my case, the independent variable is a dummy (0/1) and the moderator is a continuous variable. Can you tell me which command I should use to perform margins for this two-way interaction? Thank you in advance.

If you group_by the stock, would that prevent you from needing to run it in a loop? Or would these not recognize the grouping?

Can you please make an example for daily prices? I have daily data downloaded from Refinitiv so I don’t have that same variables and it is confusing how to create the spreadsheet to upload to stata and also the code part with fiscal year is difficult to understand having daily prices. Thanks

I still cant understand how to calculate CAR, CAAR :(( where can I find how to do these on excel

Sir please provide the data set for practice purpose

can you share the complete code?

Thank you very much for your explanation. You've helpeme me doing my thesis

Thanks a lot for the explanation

Great thanks! It is very informative❤

Thanks for this tutorial.

Excellent explanations. Great work. Thank you so much for your clear explanations.

Good job. It is very helpful

I was wondering if its possible to use this method to analyse the risk premium for a specific risk factor through time, and see if there is a signficant risk premium present in specific time periods. Is there a way to do this?

I get the error "too many filenames" when running the local files : dir.. line. I have 11,000 files to combine. Any idea how to get over this error?

Great video! Could you also show how to calculate the standard deviation of the value-weighted portfolios?

Thank you for the video. It is very helpful!

Very well explained! Thank you for saving my time :)

Super helpful thanks!

Can I use this code to calculate the CAR or BHAR an then to analyze the over-or underperformance of IPOs in comparison to a market index? I am not quite sure since there is obviously no data pre IPO.

Always very helpful videos on Stata. Thanks for your time and efforts, and instead generosity.

Great video, I was just wondering how you could alter the code to use Logit regressions instead?

great video. how would one incorporate fixed effects?

Hello, thank you for your video! It is very helpful and informative. You are a real lifesaver 😅 I have a question regarding CARs, Is there a formula how can I check CARs’ t-test significance (139 deals) because I get the data for CAAR (p-value) and AAR(p-value), but not for the CARs

Your videos are awesome. Thank you for uploading them. Can you please make a video on regression discontinuity design and instrumental variables?

Hi. Thanks for the video. I want to run bivariate logistic reg with factor variable such educational or income levels for each year. May you please tell me how this type of loop would work work? Thanks

Hi. Thanks for the video. I want to run bivariate logistic reg with factor variable such educational or income levels for each year. May you please tell me how this type of loops would work work? Thanks

Hello, great thanks for the video. It is a life saver for me in completing my thesis of event study. However, I encountered a problem as my M&A deals event date are spanning in 15 year with a total of 350 companies worldwide. I intend to use S&P 500 as market index (single factor model) with a separate estimation window for each acquirer of -150 days before event date (each acquirer has its own event date). In this case, my factors.dta instead of having one unique date for market returns for all, there are 350 different date spanning for each acquirer. In this case, how should i conduct forward with your coding? Furthermore, I would love to continue a cross-sectional analysis with CARs from event study by adding firm-level, industry-level and deal characteristics. Would be proactive to set up the code or data in advance along the event study? Thanks so much and I sincerely looking forward to your guidance!

@thedatahall Great explanation! I used the statsby command and I got the coefficients of the factors in the end but I wanted to know how can I obtain the r-squared or the adjusted r-squared in this first approach. Is it possible in the statsby approach or only in the other methods (asreg, xtfmb, etc)?

Hello, My data has 250 companies and the stock return of each company is in each column making it a separate variable, what could be the function used? Plus I would want to save the value of the residuals too. How can I do that?

Very well explained, thank you!