Regression Analysis and Event Study

FDP on Regression Analysis and Event Study

Dates: 29 July - 1 August 2021

Session details:

There would be 6 sessions of 2.5 hours each (Total 15+ Hours)

Module 1: Regression Analysis using STATA

29 July 2021 5:30 - 8:00 pm

   - Multiple Regression Analysis with Cross-Section Data: An Introduction 

   - Regression Models with Different Functional Forms

30 July 2021 5:30 - 8:00 pm

   - The Problems of Multicollinearity and Heteroskedasticity

   - Regression Models with Dummy variables

31 July 11:00 am - 2:00 pm

   - Logistic regression

   - Vector error correction model (VECM)

31 July 3:00 - 5:30 pm

   - ARCH & GARCH

Module 2: Event Study using Excel

01 Aug 11:00 am - 1:30 pm

   - Introduction To Event Study Methodology

   - Returns Event Study: Computing Abnormal Returns (AR), Cumulative Abnormal Returns(CAR),

     Average Abnormal Returns (AAR), Cumulative Average Abnormal Returns (CAAR),

     Standardized Abnormal Returns, 

   - Precision-Weighted CAAR using Market Model

   - Significance Tests of Event Study

01 Aug 2:30 - 5:00 pm

   - Parametric Tests

      - Conventional Cross-Sectional t-test

      - BMP’s Standardized Cross-Sectional test

      - Brown And Warner’s Test (1980, 1985) with and 

        without Crude Independence Adjustment

      - Patell’s  Standardized-Residual test

      - Patell’s Test Corrected By Mikkelson And Partch (1988)

Module 1: INR 1100 / $25

Module 2: INR 500 / $10

Module 1+2: INR 1400 / $30

Mode of Payment:

Paytm / Google Pay / UPI: 7982218236

Paypal (only for foreign participants): director@researchsmiths.com

IMPS / NEFT:

Account holder Name: Researchsmith

Account Number: 520401010036662

IFSC Code: UBIN0552046

Bank Name: Union Bank of India

Branch: Rohini, New Delhi Account

Type: Current Account