Stata help for preparing data for financial econometrics project (PhD)
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Description
Experience Level: Intermediate
Estimated project duration: 1 - 2 weeks
Analysis tool: Stata
Description of analysis: I am working on a research project (event study and regressions) using financial data (stock prices, analyst information, etc.) but I need help doing the data preparation. I have the methodology set out in the financial literature but I need help turning the methodology into Stata code to trim my data more suitable and define variables. My main tool is Stata, which I use to prepare my data and run the regressions.
A few of the steps may require some SAS knowledge because the SAS code exists (notably for the event study) but some adaptation to fit my purposes may be necessary, which is why I would like some SAS experience but this is not vital.
I have the raw data and the research literature ready to go. I think about 1-2 weeks should be enough for the project give or take a week. I can supply a sample of the data to test code on.
Extra notes:
Description of analysis: I am working on a research project (event study and regressions) using financial data (stock prices, analyst information, etc.) but I need help doing the data preparation. I have the methodology set out in the financial literature but I need help turning the methodology into Stata code to trim my data more suitable and define variables. My main tool is Stata, which I use to prepare my data and run the regressions.
A few of the steps may require some SAS knowledge because the SAS code exists (notably for the event study) but some adaptation to fit my purposes may be necessary, which is why I would like some SAS experience but this is not vital.
I have the raw data and the research literature ready to go. I think about 1-2 weeks should be enough for the project give or take a week. I can supply a sample of the data to test code on.
Extra notes:
Andrew Z.
100% (14)Projects Completed
18
Freelancers worked with
19
Projects awarded
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Last project
17 Jun 2020
France
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