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Finance, business, and marketing 

 
Data-driven researchers in finance, marketing, and business rely on Stata because of its breadth, accuracy, extensibility, and reproducibility. Whether you are researching asset pricing, capital market dynamics, customer-value management, consumer and firm behavior, or branding, Stata provides all the statistics, graphics, and data-management tools to pursue a broad range of finance, marketing, and business questions.



Features for finance, business, and marketing professionals:

Time series
Fit multivariate and univariate time-series models. Obtain ARIMA, GARCH, ARCH, VAR, structural VAR, VEC, multivariate GARCH, multivariate ARCH, dynamic factors, and unobserved-components models. And more. 

 

Forecasting
Compute static and dynamic forecasts using estimation results from time-series, panel, and cross-sectional data. Incorporate results from different estimations, contrast alternative forecast scenarios, write down identities and factor adjustments, and compute stochastic confidence intervals.

 

Panel data
Obtain descriptive statistics and estimates for linear, nonlinear, and dynamic panel-data models. Get access to instrumental-variables random-effects, fixed-effects, and population-averaged estimates. Build your own dynamic model or use traditional models like Arellano–Bond. Fit models for binary, count, and continuous outcomes. And more.

 

Bayesian analysis
Fit Bayesian regression models using a Metropolis–Hastings Markov chain Monte Carlo (MCMC) method. Choose from a variety of supported models or program your own. Check convergence visually using extensive graphical tools. Compute posterior mean estimates and credible intervals for model parameters and functions of model parameters. Perform interval and model-based hypothesis testing. Compare models using Bayes factors.

 

Mata
Program your own estimator using Stata's built-in matrix language, MATA. Use MATA interactively with Stata. Obtain inversions, decompositions, eigenvalues and eigenvectors, and numerical derivatives. Use LAPACK routines, real and complex numbers, string matrices, and object-oriented programming. And more.

 

Import and export data
Use Stata to seamlessly obtain financial series from different sources, such as Haver data, Excel files, ODBC, and files with comma-separated values. And more.

 

 

 

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