Archival Data Analysis
October 18-24, 2023 (5 days), with David Veenman
Venue: University of Amsterdam (on campus).
The purpose of this course is to provide PhD students and junior academics with a better understanding of the main econometric tools that are relevant to accounting research. The course should be of interest to anyone who intends to apply quantitative research methods in a broad range of accounting research (financial, managerial, auditing, etc.).
After successfully completing basic econometrics courses, many junior academics often need more practical knowledge and experience to be able to apply the concepts to accounting research settings. For example, although many well-trained junior academics are familiar with the theoretical notion of “endogeneity” and are aware of available econometric methods, such knowledge is typically helpful only when they truly understand the nature of their data and the underlying problem they aim to solve.
Using recent academic papers and example datasets in Stata, this course is designed to help participants better (i) appreciate the relevance of textbook econometric methods for accounting research, (ii) understand how to apply these methods in accounting research, and, perhaps most importantly, (iii) understand and recognize the limitations of these methods. Along the way, we will also explore the benefits of simulation analyses, which can help make the common econometric problems and solutions more salient.
Topics discussed include difference-in-differences, fixed effects, standard error clustering, matching, outliers, and others.
More information, other courses, and registration
The course outlines, registration forms, and information about other upcoming Limperg courses can be found at https://limperginstituut.nl/courses-2023/. A registration fee of €500 applies to students from partner universities of the Limperg Institute, while a fee of €1000 applies to students from other universities. Please see https://limperginstituut.nl/about-li/ for information about the partner universities.