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Monthly Archives: August 2019
Stata command to perform Chow test
A Chow test is simply a test of whether the coefficients estimated over one group of the data are equal to the coefficients estimated over another. I find two useful articles from Stata’s official website: Can you explain Chow tests? … Continue reading
Posted in Stata
6 Comments
SAS macro to count the number of analysts following a firm
This macro is used to count the number of analysts who followed a specific firm. Although this is a commonly used measure in literature, prior studies often give a vague description on what they do. The question is—what does “analysts … Continue reading
Posted in SAS
4 Comments