Stata Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019

181 Pages Posted: 19 Oct 2019 Last revised: 27 Oct 2019

See all articles by Lisa Schopohl

Lisa Schopohl

ICMA Centre, Henley Business School, University of Reading

Robert Wichmann

ICMA Centre, University of Reading

Chris Brooks

University of Reading - ICMA Centre

Date Written: October 1, 2019

Abstract

This free software guide for Stata with freely downloadable datasets brings the econometric techniques to life, showing readers how to implement the approaches presented in Introductory Econometrics for Finance using this highly popular software package. Designed to be used alongside the main textbook, the guide will give readers the confidence and skills to estimate and interpret their own models while the textbook will ensure that they have a thorough understanding of the conceptual underpinnings.This guide draws on material from ‘Introductory Econometrics for Finance’, published by Cambridge University Press, Chris Brooks (2019). The Guide is intended to be used alongside the book, and page numbers from the book are given after each section and subsection heading.

Keywords: Econometrics

JEL Classification: C01

Suggested Citation

Schopohl, Lisa and Wichmann, Robert and Brooks, Chris, Stata Guide to Accompany Introductory Econometrics for Finance (October 1, 2019). Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019, Available at SSRN: https://ssrn.com/abstract=3466904

Lisa Schopohl

ICMA Centre, Henley Business School, University of Reading ( email )

Whiteknights Park
P.O. Box 242
Reading RG6 6BA
United Kingdom

Robert Wichmann (Contact Author)

ICMA Centre, University of Reading ( email )

ICMA Centre, Whiteknights Campus
Shinfield Road
Reading, Berkshire RG6 6BA
United Kingdom
+44 118 378 8239 (Phone)

HOME PAGE: http://www.icmacentre.ac.uk

Chris Brooks

University of Reading - ICMA Centre ( email )

Whiteknights Park
P.O. Box 242
Reading RG6 6BA
United Kingdom
+44 118 931 82 39 (Phone)
+44 118 931 47 41 (Fax)

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