Research Methods
Objectives
This course will enable students to develop database management skills necessary to perform empirical research using archival datasets subscribed from Wharton Research Data Services (WRDS) and from DataStream/WorldScope. This is an introductory-level course that will enable students to perform financial database management operations such as querying and summarizing data and merging data from different datasets using common identifiers.
General characterization
Code
270107
Credits
7
Responsible teacher
Pedro Pires
Hours
Weekly - Available soon
Total - Available soon
Teaching language
Portuguese and English
Prerequisites
Available soon
Bibliography
Lecture notes.
Teaching method
Lectures: theoretical explanation using slides; Lecture Practice: Solving practical examples and case studies in class.
Evaluation method
Written submission of 3 assignments.
Assignment 1 (30%) – Stata & WRDS web query. Assignment 2 (40%) – Merging datasets in STTA. Assignment 3 (30%) – SAS Studio.
Subject matter
Topics include:
• Accessing WRDS – Web query in detail
• Data management in STATA
• Introduction to SAS and SQL
• Data management in SAS Studio
- I/O (Input-Output) files
- Querying data
- Aggregating/Summarizing data
- Merging datasets
- Fuzzy matching