Introduction to R
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Introduction to R

In this introduction to R, the reader will master the basics of this beautiful open source language with hands-on experience. With over 2 million users worldwide R is rapidly becoming the leading programming language in statistics and data science. Every year, the number of R users grows by 40% and an increasing number of organizations are using it in their day-to-day activities. Tutorial
Paper Replication: Petersen 2009
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Paper Replication: Petersen 2009

The goal of this exercise is to replicate some of the results in Petersen (2009) using the R programming language. Estimating Standard Errors with a Firm Effect OLS and Rogers Standard Errors The author simulated a panel data set and then estimated the slope coefficient and its standard error. By doing this multiple times we can observe the true standard error as well as the average estimated standard errors. In …
Paper Replication: Lemmon, Roberts, and Zender (2008)
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Paper Replication: Lemmon, Roberts, and Zender (2008)

The goal of this exercise is to replicate some of the results in Lemmon, Roberts, and Zender (2008) using the R programming language. Persistence and the Cross-Section of Corporate Capital Structure The sample consists of all nonfinancial firms in the Compustat database from 1965 to 2003. To avoid Compustat data disclosure and to simplify data acquisition, you can download the csv file available at the following link. The file contains …