DE / EN

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

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: scharnowski uni-mannheim.de
Web: Personal Website
ORCID iD: 0000-0002-3755-1821
Consultation hour(s):
by appointment
Dr. Lukas Zimmermann

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.zimmermann uni-mannheim.de
Consultation hour(s):
by appointment

    Further Information

  • 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.

    TopicDateTimeRoom
    Getting to know Stata05.07.9am – 3pmtbd
    Database Manipulation06.07.9am – 3:30pmtbd

    Estimation & Basic Programming Structures

    07.07.9am – 3pmtbd
    Case Study08.07.9am – 1pmtbd

    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. Please make sure to plan ahead, as the University-IT might be on break when the course starts.

  • 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).

    There is only 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.