You want to run an experiment where you anticipate finding a treatment effect. How large should your sample size be to have a reasonable chance of detecting significant results? In this manuscript, I present and explain the Stata code I use to address this question. The code uses simulations to...

Automatisiertes Maschinelles Lernen (AutoML) sowie Low-Code und No-Code versprechen, im Sinne des Citizen Developer-Konzepts eine einfachere Nutzung von Künstlicher Intelligenz (KI) indem die erforderlichen Programmierkenntnisse bzw. der Entwicklungsaufwand reduziert werden. Diese neuen...

We develop an R package panelView and a Stata package panelview for panel data visualization. They are designed to assist causal analysis with panel data and have three main functionalities: (1) they plot the treatment status and missing values in a panel dataset; (2) they visualize variables of...

In this paper we focus on alternative procedures for calculating and interpreting quality-adjusted price indexes for microcomputers, based on a variety of estimated hedonic price equations. Our data set comprises an unbalanced panel for 1265 model observations from 1982 to 1988, and includes...

This article describes qregsel, a Stata module to implement a copula-based sample selection correction for quantile regression recently proposed by Arellano and Bonhomme (2017, Econometrica 85(1): 1-28). The command allows the user to model selection in quantile regressions using either a...

Excel is used to build a simulation of the TI BAII-Plus financial calculator to illustrate the N, I/Y, PV, PMT, and FV inputs. Unlike other financial calculator simulators, this template also displays the corresponding Excel functions to aid in transitioning the student to using Excel for...

Das Projektmanagement gewinnt aufgrund kürzerer Produktlebenszyklen und eines schnelleren technologischen Wandels an Bedeutung. Für ein erfolgreiches Projektmanagement ist die Unterstützung durch geeignete Projektmanagementsoftware erforderlich. Da hierfür zahlreiche Produkte auf dem Markt...

Automatisiertes Maschinelles Lernen (AutoML) sowie Low-Code und No-Code versprechen, im Sinne des Citizen Developer-Konzepts eine einfachere Nutzung von Künstlicher Intelligenz (KI) indem die erforderlichen Programmierkenntnisse bzw. der Entwicklungsaufwand reduziert werden. Diese neuen...

This book explains the best practices of the UNCTAD & WTO for trade analysis to the R users community. It shows how to replicate the UNCTAD & WTO's Stata codes in the Practical Guide to Trade Policy Analysis by using R. Applications and exercises are chosen from the Practical Guide to Trade...

When considering multiple hypothesis tests simultaneously, standard statistical techniques will lead to over-rejection of null hypotheses unless the multiplicity of the testing framework is explicitly considered. In this paper we discuss the Romano-Wolf multiple hypothesis correction, and...

The paper presents a modification of the matching and difference-in-differences approach of Heckman et al. (1998) for the staggered treatment adoption design and a Stata tool that implements the approach. This flexible conditional difference-in-differences approach is particularly useful for...

Induction machines are widely used in many industries due to their robustness, ruggedness and easy maintenance feature. Due to the addition of power electronics devices and the complexity involved in the design of induction machines, their study and analysis can be very difficult. The use of...

What Is Econometrics? -- A Review of Some Basic Statistical Concepts -- Simple Linear Regression -- Multiple Regression Analysis -- Violations of the Classical Assumptions -- Distributed Lags and Dynamic Models -- The General Linear Model: The Basics -- Regression Diagnostics and Specification...

"A comprehensive and engaging textbook that presents the fundamentals of statistical analysis using Excel and its application in business. Business Statistics Using Excel is an invaluable companion to a business student beginning to use Excel for statistical analysis as well as a reader more...

Die wichtigsten empirischen Verfahren im Bereich Finance und Accounting/Risk Management werden anhand von Anwendungsbeispiele mit der frei verfügbaren Statistiksoftware R dargestellt. Leser werden schrittweise an die einzelnen Fragestellungen herangeführt. Die Neuauflage wurde erweitert um die...

This paper provides an introduction to the main types of graph in Stata that economics students might need. It covers univariate discrete and continuous variables, bivariate distributions, some simple time plots and methods of visualising the output from estimating models. It shows a small...

This paper provides a programme that computes in STATA a Firm-Level Cluster Index based on the method - with minor differences - from Thomas Brenner and Tobias Scholl, "Detecting Spatial Clustering Using a Firm-Level Cluster Index", Regional Studies, 2016, p. 1054-1068

This paper presents a new family of Stata functions devoted to small area estimation. Small area methods attempt to solve low representativeness of surveys within areas, or the lack of data for specific areas/sub-populations. This is accomplished by incorporating information from outside...

This paper provides an introduction to the main types of graph in Stata that economics students might need. It covers univariate discrete and continuous variables, bivariate distributions, some simple time plots and methods of visualising the output from estimating models. It shows a small...

This paper presents the R package AdMit which provides functions to approximate and sample from a certain target distribution given only a kernel of the target density function. The core algorithm consists in the function AdMit which fits an adaptive mixture of Student-t distributions to the...

Four financial technical analysis tools are provided including moving averages, Bollinger bands, moving average convergence divergence (MACD) and the relative strength index (RSI). The tftools command is used with four subcommands, each referring to a technical analysis tool: bollingerbands,...

Strukturgleichungsmodelle stellen das Standardinstrument zur empirischen Prüfung von hypothetisierten Beziehungen zwischen theoretischen Konstrukten (latenten Variablen) dar. Das Buch zeichnet den gesamten Prozess der Strukturgleichungsmodellierung von der Konzeptualisierung theoretischer...

Das Buch behandelt von der Formulierung einer Forschungsidee über die Konstruktion eines Fragebogens bis hin zu den wichtigsten Auswertungsschritten mit dem Statistikprogramm SPSS, Version 26, alle wichtigen Stufen und beinhaltet viele Beispiele. (Verlagsinformation)

Data Science trägt wesentlich zu einer schnelleren Nutzbarmachung von Markt-, Kunden- und Nutzerdaten bei, inklusive der Analyse von Daten aus Sozialen Netzwerken. Wo früher klassische Statistik für Berechnungen und Vorhersagen herangezogen wurde, da erlauben heute Open-Source-Werkzeuge wie R...

When applying Excel to finance, there exist many issues, such as how to focus on hands-on experience, how to inspire students to learn Excel, how to teach macros and how to get data into our spreadsheets in the first place. This paper offers a brand new approach with the following features....

This paper proposes the Stata command estudy and illustrates how it can be used to perform an event study customizing the statistical framework, from the estimates of abnormal returns to the tests for their statistical significance. Our program significantly improves the existing modules both in...

xsmle is a new command for spatial analysis using Stata. We consider the quasi-maximum likelihood estimation of a wide set of both fi xed- and random- eff ects spatial models for balanced panel data. Of special note is that xsmle allows to handle unbalanced panels thanks to its full...

Malawi and other countries do not provide quarterly data on Gross Domestic Product (GDP) and other economic variables. The paper serves to address this problem by providing the reader with knowledge on how to carry out the interpolation of quarterly data from yearly aggregates

The global financial crisis and the ensuing criticism of macroeconomics have inspired researchers to explore new modeling approaches. There are many new models that deliver improved estimates of the transmission of macroeconomic policies and aim to better integrate the financial sector in...

This book explains the best practices of the UNCTAD & WTO for trade analysis to the R users community. It shows how to replicate the UNCTAD & WTO's Stata codes in the Practical Guide to Trade Policy Analysis by using R. Applications and exercises are chosen from the Practical Guide to Trade...

"We make decisions all the time. Some decisions may appear routine: What shirt to wear? What to have for lunch? Should I purchase this on-line or go to the store? Should I respond to a post that I feel knowledgeable about? Others are more complex: Should I recommend that my client invest in a...

This book provides a contemporary treatment of quantitative economics, with a focus on data science. The book introduces the reader to R and RStudio, and uses expert Hadley Wickham’s tidyverse package for different parts of the data analysis workflow. After a gentle introduction to R code, the...