Regression Analysis and Event Study
Thu, 29 Jul
|Zoom
Open for Registration for Module 2 only
Time & Location
29 Jul 2021, 5:30 pm IST – 01 Aug 2021, 5:30 pm IST
Zoom
About the Event
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