stata-accounting-research

Scope and Limitations

This skill is a code pattern library, not a methodological advisor.

| Can Do | Cannot Do |

|--------|-----------|

| Show how published papers implemented methods | Explain when to use one method over another |

| Provide tested STATA syntax | Advise on identification strategy |

| Indicate which robustness tests accompany analyses | Discuss research design trade-offs |

| Cite source papers for code patterns | Recommend optimal research design |

When users ask methodology questions (e.g., "Should I use entropy balancing or PSM?", "How do I address endogeneity?", "Is my identification strategy valid?"):

1. Acknowledge the limitation: "This skill provides code patterns from published papers, not research design guidance."
2. Show how different papers approached similar problems (code examples)
3. Suggest consulting methodology references: Breuer & deHaan (2024) for fixed effects, Angrist & Pischke for causal inference, or the user's methodologist/advisor
4. Offer to show multiple implementations so the user can see variation in approaches

Workflow

Use references/REFERENCES.md as the primary index, then read targeted .do files.

Stage 1: Index Search

Search references/REFERENCES.md to identify relevant papers. The index contains structured metadata:

• Primary Method: STATA commands used (reghdfe, psmatch2, stcox, etc.)
• Identification Strategy: DiD, PSM, IV, RDD, Event Study, etc.
• Robustness/Special Features: Winsorization levels, clustering specs, placebo tests, etc.

Example queries on REFERENCES.md:

• "entropy balancing" → finds JAR_60_alv, JAR_60_bl, JAR_61_ds, JAR_62_5_llz, JAR_63_2_npstv
• "stacked DiD" → finds JAR_61_ds, JAR_62_5_aov, JAR_62_5_gibbons
• "Cox hazard" → finds JAR_59_ctv, JAR_62_2_xyz

Stage 2: Code Extraction

Read only the identified .do files to extract actual syntax. This reduces context usage and improves accuracy.

Stage 3: Adaptation and Citation

1. Adapt patterns to the user's variable names and research context
2. Cite source: "Based on [Authors] ([Year]), JAR [Volume]([Issue])"

Fallback: Direct Grep Patterns

For very specific syntax queries (e.g., "how does absorb() handle singletons?"), grep .do files directly:

| Task | Grep Pattern |

|------|--------------|

| Panel regressions | reghdfe\|xtreg\|areg |

| Fixed effects | absorb\(\|i\.year\|i\.firm |

| Clustering | cluster\(\|vce\(cluster |

| Matching/PSM | psmatch2\|teffects\|cem\|ebalance\|pscore |

| IV regression | xtivreg\|ivregress\|ivreg2 |

| DiD | post.treat\|treat.post\|parallel.*trend |

| RDD | rdrobust\|rddensity |

| Event studies | CAR\|BHAR\|abnormal.*return |

| Survival | stcox\|streg\|stset |

| Fama-MacBeth | fama.?macbeth\|newey.*west |

| Bootstrap | bootstrap\|bsample |

| Quantile regression | qreg\|sqreg\|bsqreg |

| Table output | esttab\|outreg2\|eststo |

| Winsorization | winsor\|winsor2 |

Corpus Overview

126 STATA .do files from JAR Volumes 55-63 (2017-2025). See references/REFERENCES.md for complete catalog with paper titles and authors.

File Naming Convention

• V55-61: JAR_{volume}_{shortcode}.do
• V62-63: JAR_{volume}_{issue}_{shortcode}_{authors}.do

Volume Coverage

| Volume | Year | Papers |

|--------|------|--------|

| 55 | 2017 | 9 |

| 56 | 2018 | 12 |

| 57 | 2019 | 9 |

| 58 | 2020 | 13 |

| 59 | 2021 | 4 |

| 60 | 2022 | 22 |

| 61 | 2023 | 22 |

| 62 | 2024 | 25 |

| 63 | 2025 | 10 |

Standard Patterns

Clustering and Fixed Effects

* Firm and year FE with firm-clustered SEs (most common)
reghdfe depvar indepvar controls, absorb(firm year) cluster(firm)

* Industry-year FE
reghdfe depvar indepvar controls, absorb(ind_year) cluster(firm)

Output Conventions

eststo clear
eststo: reghdfe depvar indepvar controls, absorb(firm year) cluster(firm)
esttab using "table.tex", replace star(* 0.10 ** 0.05 *** 0.01) se

Winsorization

winsor2 varlist, cuts(1 99) replace