Monthly Archives: November 2015

A loop of cross-sectional regressions for calculating abnormal accruals in Stata

I write a loop of cross-sectional regressions for calculating abnormal accruals. This program can be easily modified and replaced with Jones, modified Jones, or Dechow and Dichev model. I add detailed comments in the program to help you prepare the input … Continue reading

Posted in Stata | 5 Comments