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
Further Information
Time & Venue
The course FIN 604 will be offered next time in June 2024. We communicate important updates and announcements via the forum in the course's Ilias group. Please check it regularly or set an eMail alert.
This is the preliminary schedule:
Topic Date Time Room Getting to know Stata June 24th 9am – afternoon 158 PC-Pool (L 7, 3–5) Database Manipulation June 25th 9am – afternoon 158 PC-Pool (L 7, 3–5) Estimation & Basic Programming Structures
June 26th 9am – afternoon 158 PC-Pool (L 7, 3–5) Case Study June 27th 9am – 1pm 158 PC-Pool (L 7, 3–5) Every student will need their own copy 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
Assessment
The final grade (only pass/
fail) will be based on a take home exam. Typically, the exam takes place right after the course. It usually begins at 2pm and ends the following day at 10pm (there may be exceptions depending on state holidays). Every student taking the course for credit has to register for the final exam (joining the Ilias group is not sufficient). Please make sure to register for the exam well ahead of time (three business days before the exam the latest, but ideally earlier). Note that you must register for the course (via Ilias) and be admitted in order to take the exam. It is not possible to take the exam in a respective semester without getting admitted to the course for that semester.
There is only one exam date per semester. A second attempt at the exam is hence only possible in the respective following semester. Please register for the course again and state that this is your second attempt.
Registration & Access
To participate in this course, the registration form in Ilias (Mandatory Registration Form) needs to be completed. The registration period for this step will start a few weeks before the lectures start. (The registration period is June 3rd to 16th in the spring semester 2024.) You will then find the form in the Ilias group. Moreover, you have to register for the exam, which is possible until three business days before the exam. Only joining the Ilias group or registering for the exam is not sufficient, you have to fill in the form and be admitted to the course! You will be informed about your admission shortly after the registration period.
As there is limited space in the BWL-PC-Pool, the maximum number of participants is limited to 36. Due to the given space restrictions, no extension in the number of participants is possible. In case the number of registrations exceeds the participation limit, a selection process will take place. If there are more applicants than slots, students will be preferred that are planning to write an empirical seminar thesis in the Finance Area in the same semester.
You will receive an e-Mail if you have been admitted to the course. In case you have not been admitted due to excess demand, we will remove you from the course's Ilias group. Registrations for the exam of those students will be withdrawn.
Teaching Evaluations