Beiträge
#TidyFinance is growing with a new chapter on identification with difference in differences and an update to our chapter on corporate bonds. We introduce the difference in differences estimation with an example around the #parisagreement . We look at the impact of #climatechange regulation on corporate bond yields from TRACE. We also updated the TRACE chapter. Check out the new chapt...
New Chapter: Difference in differences
Oct 04, 2022
175 Aufrufe
#TidyFinance is growing with a new chapter on bond data covering TRACE and Mergent FISD. The highlight is an easy-to-use function to download and clean TRACE data in R from WRDS (in ~2h). Open Rstudio, specify a bond sample, call a function, and continue with your bond research. What do you think we will do with the new data? What should we do? Check out the new chapter: https://www.tidy-finance.o...
Chapter on TRACE and FISD
Jul 27, 2022
168 Aufrufe
#TidyFinance is growing with a new chapter on corporate finance! Check out our take on fixed effects regressions and clustered standard errors: https://www.tidy-finance.org/fixed-effects-and-clustered-standard-errors.html What new chapter would you be most excited about in #TidyFinance ? s/o to the {fixest} package by Laurent Berge - we stand on your shoulders! #tidyverse &nbs...
New chapter: Fixed effects and clustered standard errors
Jul 22, 2022
174 Aufrufe