Fin 604 - Stata in Finance | Universität Mannheim

FIN 604 – Stata in Finance

General Information

The topic of this course is the practical application of the statistics program “Stata” in Finance research. The course contains three major sections: How to use Stata, an introduction to the usage of the most common databases in Finance at this university, and an application example. In the first section, we will introduce project and data management with Stata. In addition, we will teach estimation techniques and programming basics. In the second section, we will show where to get access to common datasets in Finance research. In the last section, students will have the chance to apply their knowledge to a practical example.

Learning Outcomes:

Prepare students with practical methods for conducting empirical Finance research
Students learn how to load, manipulate, and evaluate data using Stata
Students learn where they can access popular databases used in Finance at the University of Mannheim

Faculty

Dr. Stefan Scharnowski

Assistant Professor

University of Mannheim
Business School
L 9, 1–2 – Room 411
68161 Mannheim

Phone: +49 621 181–1521
Fax: +49 621 181–1519
E-mail: scharnowskiuni-mannheim.de
Web: Personal Website
ORCID iD: 0000-0002-3755-1821

Consultation hour(s):
by appointment

Dr. Lukas Zimmermann

Postdoc

University of Mannheim
Business School
L 9, 1–2 – Room 507
68161 Mannheim

Phone: +49 621 181–1514
Fax: +49 621 181–1519
E-mail: l.zimmermannuni-mannheim.de

Consultation hour(s):
by appointment

Time & Venue

The course FIN 604 will be offered next time in July 2021. More preliminary information on dates and location can be found in the following table. Note that the dates and locations might still change.
Topic Date Time Room
Getting to know STATA 05.07. 9am – 3pm tbd
Database Manipulation 06.07. 9am – 3:30pm tbd
Estimation & Basic Programming Structures
07.07. 9am – 3pm tbd
Case Study 08.07. 9am – 1pm tbd
Every participant has to make sure to have a working version of Stata installed on their own computer. Stata can be obtained at the University-IT.
Language

The course is taught in English. All materials and the exam will be in English.
Assessment

The final grade (only pass/fail) will be based on a take home exam. The exam will take place directly after the course. Typically, the exam begins on the last day of class at 2pm and ends the following day at 10pm. Every student taking the course for credit has to register for the final exam (joining the Ilias group is not sufficient).
Starting in the spring semester 2021, there will only be one exam date per semester. A second attempt at the exam is hence only possible in the respective following semester.
Registration & Access

For participation in class, please join the Ilias group. To participate in the exam, in addition registration for the exam in portal 2 is necessary.