Winter FINACT-IRAN School on
Empirical Methods in Corporate Finance

روش های تجربی آماری در ماليه شرکت

School of Mathematics, IPM

December 26, 2016
(Dey 6, 1395)
 Tehran, Iran



This workshop is designed to as an introduction to methods and strategies for researchers and practitioners in empirical corporate finance. Although the focus is in corporate finance studies, students and researchers interested in econometrics, banking, development economics, and general policy analysis can benefit from it.

In this workshop, we introduce a series of challenges in regression studies, and introduce possible solutions. We focus primarily on propensity-score matching and regression discontinuity. (In next workshops, we can extend topics to include the use of natural and quasi-natural experiments, dynamic panel regressions, falsification tests, etc.). This workshop comes with an extensive Stata programming supplement so, participants are encouraged to bring their personal laptops where they can access Stata. Stata codes and datasets will be provided.

Some knowledge of basic econometrics, and some basic stata familiarity is required.

Part 1: Review of basic econometric methods

  • Linear models, non-linear models (mostly binary-choice models).

  • Linear and non-linear models in Stata: how to run an actual study

  • Diagnostics: cross-sectional heterogeneity, endogeneity issues

Part 2: Addressing endogeneity- Part 1: econometric remedies

  • Heckman two-step and self-selection

  • Propensity-score matching (direct application of binary models with diff. distributions

  • Applications with Stata

  • Remaining endogeneity issues (effects from unobservable)

  • Examples from the literature

Part 3: Addressing endogeneity- Part 2: causal inference

  • Regression discontinuity settings

  • Examples from the literature

  • Regression discontinuity with propensity score matching

  • Stata applications

  • More examples from literature



Mahsa Kaviani (The Fox School of Business, Temple University, USA)



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برنامه مدرسه:

این مدرسه در روز دوشنبه ۶ دی 1395، در دو جلسه دو ساعته،  10:00 تا 12:00 در صبح و 1:30 تا 3:30 در بعد از ظهر برگزار میشود.

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محل برگزاري:

ميدان نياوران، ضلع جنوبي ميدان، پژوهشگاه دانش هاي بنيادي، پژوهشكده رياضيات، تالار تجمعات 1

پست الكترونيك:




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