Research in Finance
Date & Time
First lecture takes place on 15th of April.
Time: 12 - 2 p.m.
Room 2.02, Helmholtzstraße 22
Credits: 4 points
This course is designed to prepare students for doing their own research projects in Finance. It comprises two parts:
The first is a hands-on introduction on how to use Stata, the most common statistical program in Financial Economics. Students will learn how to manage data, how to visualize and clean data, and how to run and interpret cross sectional and panel regressions. Students are required to solve several empirical problems on their own.
The second part consists of active and mandatory participation in the Finance group’s research seminar for doctoral students and short-term visitors, the biweekly Brown bag seminar. Students are required to provide one review of one of the research presentations. The review should be written as an academic referee report and should thus concentrate on the contribution to the literature and a judgment of the empirical strategy.
|Session 1:||Introduction to Stata|
|Session 2:||Merging datasets|
|Session 3:||Interpretation of dummy variables|
|Session 4:||How to write a review report|
|Session 5:||Panel data estimations|
|Robust standard errors|
|Session 7:||Looping and other things|
- Wooldridge, Jeffrey. Introductory econometrics: A modern approach. Cengage Learning, 2012
- Kohler, Ulrich, and Frauke Kreuter. Data analysis using Stata. Stata Press, 2005.