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Finance, business, and marketing

Data-driven researchers in finance, marketing, and business rely on Stata because of its breadth, accuracy, extensibility, and reproducibility. Whether you are researching asset pricing, capital market dynamics, customer-value management, consumer and firm behavior, or branding, Stata provides all the statistics, graphics, and data management tools to pursue a broad range of finance, marketing, and business questions.

Features for finance, business, and marketing professionals

Time series
ARIMA  •  ARFIMA  •  ARCH/GARCH  •  VAR  •  VECM  •  multivariate GARCH  •  unobserved components model  •  dynamic factors  •  state-space models  •  Markov-switching models  •  business calendars  •  correlograms  •  periodograms  •  forecasts  •  impulse–response functions  •  unit-root tests  •  filters and smoothers  •  rolling and recursive estimation  •  more

time-series and panel data  •  multiple estimation results  •  OLS, VARs, VECs, ARIMAs, ARCHs, 3SLS, and more  •  one equation or thousands  •  identities  •  add factors and other adjustments  •  dynamic or static (one-step-ahead) forecasts  •  solve simultaneous systems  •  more

Panel data
random and fixed effects with robust standard errors  •  linear mixed models  •  random-effects probit  •  GEE  •  random- and fixed-effects Poisson  •  dynamic panel-data models  •  instrumental variables  •  panel unit-root tests  •  more

Bayesian analysis
thousands of built-in models  •  univariate and multivariate models  •  linear and nonlinear models  •  continuous, binary, ordinal, and count outcomes  •  continuous univariate, multivariate, and discrete priors  •  add your own models  •  adaptive Metropolis–Hastings sampling  •  Gibbs sampling  •  convergence diagnostics  •  posterior summaries  •  hypothesis testing  •  model comparison  •  more

interactive sessions  •  large-scale development projects  •  optimization  •  matrix inversions  •  decompositions  •  eigenvalues and eigenvectors  •  LAPACK engine  •  real and complex numbers  •  string matrices  •  interface to Stata datasets and matrices  •  numerical derivatives  •  object-oriented programming  •  more

Import and export data
Excel .xls and .xlsx  •  CSV  •  Haver Analytics databases  •  any ODBC data source  •  Oracle  •  SQL Server  •  Access  •  MySQL  •  DB2  •  more

Check out Stata's full list of features, or see what's new in Stata 14.

Why Stata?

Intuitive and easy to use.
Once you learn the syntax of one estimator, graphics command, and data management tool, you will effortlessly understand the rest.

Accuracy and reliability.
Stata is extensively and continually tested. Stata's tests produce approximately 4 million lines of output.

One package. No modules.
When you buy Stata, you obtain everything for your statistical, graphical, and data analysis needs. You do not need to buy separate modules or import your data to specialized software.

Write your own Stata programs.
You can easily write your own Stata programs and commands to share with others or to simplify your work using Stata's do-files, ado-files, and matrix-language program, Mata. Moreover, you can benefit from the thousands of Stata user-written programs.

Extensive documentation.
Stata offers 22 volumes with more than 12,000 pages of PDF documentation containing calculation formulas, detailed examples, references to the literature, and in-depth discussions. Stata's documentation is a great place to learn about Stata and the statistics, graphics, or data management tools you are using for your research.

Top-notch technical support.
Stata's technical support is known for their prompt, accurate, detailed, and clear responses. People answering your questions have master's and PhD degrees in relevant areas of research.

Learn more

We can show you how

Stata's YouTube has over 100 videos with a dedicated playlist of methodologies important to economists. And, they are a convenient teaching aid in the classroom.

Visit our channel

NetCourses: Online training made simple

Learn how to perform rigorous panel-data analysis or univariate time series, all from the comfort of your home or office. NetCourses make it easy.

For Stata users, by Stata users

Stata Press offers books with clear, step-by-step examples that make teaching easier and that enable students to learn and researchers in finance, business, or marketing to implement the latest best practices in analysis.

Alan C. Acock

Christopher F. Baum

Sean Becketti

Nicholas J. Cox

Nicholas J. Cox and H. Joseph Newton (editors)

Michael N. Mitchell

John Thompson





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