Stata Tips and Tricks
Stata®, a registered trademark of StataCorp LP, is a powerful software that can be used for many purposes. I find it extremely dynamic in data management, statistical tests, and results reporting. This page is dedicated to different topics in field of finance related to data management and statistical tests using Stata®. I shall contribute programs that I have written as well as share programs written by others for tasks repeatedly used in the area of finance. I appreciate your comments and suggestions related to the material posted in here.
APPLICATIONS
Rolling Window Regressions and Rolling Window Beta in Stata®
Step-by-Step: Portfolio Standard Deviation in Excel and Stata®
Portfolio Standard Deviation Year-by-Year with Matrix in Stata®
Program to find Standard Deviation and Mean in a Rolling Window
Stata Program to Construct J-K Overlapping Momentum Portfolios
Video Example of ASM: Using Stata to Construct Momentum Portfolios
Creating Business Calendars in Stata - A Video Example
Automatically Save All Commands in a DO file
DATA MANAGEMENT
Create Serial Number for Months and Weeks
How to sequentially name all variables
Cumulative Product of Returns from Daily to Monthly
Disclaimer: Content of the website has been developed solely by the owner independent of StataCorp LP. Use of the Stata trademark on these pages is with the expressed written permission of StataCorp LP without any business relationship or affiliation.