Categories
 Data (8)
 Learning Resources (8)
 Python (8)
 SAS (13)
 Stata (22)
 Uncategorized (1)

Recent Posts
Recent Comments
 Gijs on Stata commands to do Heckman two steps
 Huimin (Amy) Chen on EDGAR index files in Stata dataset (from 1993 Q1 to March 2, 2017)
 HA R on Use Python to extract Intelligence Indexing fields in Factiva articles
 David on Calculate delta (payperformance sensitivity), vega (risktaking incentives), and firmspecific wealth (inside equity) for executives on Execucomp
 AN on Look into CRSP/Compustat link table
Archives
Meta
Monthly Archives: July 2018
Stata command to convert string GVKEY to numerical GVKEY or vice versa
The default type of GVEKY in Compustat is string. Sometimes, we need it to be a numerical type in Stata (e.g., when we want to use the super handy command tsset). The command to convert string GVKEY to numerical GVEKY … Continue reading
Stata command to calculate the area under ROC curve
If we want to evaluate the predictive ability of a logit or probit model, Kim and Skinner (2012, JAE, Measuring securities litigation risk) suggest that A better way of comparing the predictive ability of different models is to use the Receiver … Continue reading
Stata commands to calculate skewness
Suppose we are going to calculate the skewness of 12 monthly returns. The 12 returns may be stored in a row (Figure 1) or in a column (Figure 2). This post discusses how to calculate the skewness in these two … Continue reading
Posted in Stata
Leave a comment
Use Python to download lawsuit data from Stanford Law School’s Securities Class Action Clearinghouse
[Update on 20190707] I am grateful to Shiyu Chen, my research assistant, who did a very good job on not only web scraping the toplevel table, but also extracting from the case summary page additional information (link to case summary … Continue reading
Posted in Python
2 Comments