ACCT 9008:Multivariate Analysis in Accounting Research

3 Class Hours 0 Laboratory Hours 3 Credit Hours
Prerequisite: BRM 9201
This course applies STATA as the statistical software package to analyze and interpret empirical archival data in accounting research. The course will cover multivariate techniques focusing primarily on multiple regression and its numerous diagnostics. The course will also empirically address special topics such as heteroskedasticity, two-stage regressions, selection bias including inverse mills ratio, and propensity score matching. Capital market event study analysis and “difference-in-difference” techniques, interaction effects, and economic effects will also be addressed. Students will be required to empirically replicate at least one full published research paper and parts of other published research papers.

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