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STATA Accounting Research

A Claude Code skill providing STATA syntax patterns from 126 peer-reviewed JAR replication files (2017-2025).

What is a Claude Skill?

A skill extends Claude Code with specialized knowledge and workflows. When installed, this skill enables natural language queries for STATA syntax patterns used in empirical accounting research.

Installation

  1. Download this repo as a zip file
  2. In Claude, go to Settings > Capabilities > Skills > Add > Upload

Alternatively, clone this repository to ~/.claude/skills

What This Skill Does

Provides Does Not Provide
STATA syntax from published papers Research design advice
Multiple implementations of the same method Identification strategy recommendations
Code adapted to your variable names Methodological trade-off analysis
Source citations for patterns Data or sample construction

Example

Query:

How do I implement entropy balancing? My treatment variable is 'cyber_breach' and I want to balance on 'size', 'roa', and 'leverage'

Response:

* Step 1: Generate entropy balancing weights
ebalance cyber_breach size roa leverage, target(1) generate(ebw)

* Step 2: Use weights in regression
reghdfe depvar cyber_breach controls [aw=ebw], absorb(firm year) cluster(firm)
Option Meaning
target(1) Balance means only (most common)
target(2) Balance means + variances
target(3) Balance means + variances + skewness

Alternative from Nessa et al. (2025), JAR 63(2) — balance by year when treatment timing varies:

forvalues y = 2015/2022 {
    qui ebalance cyber_breach size roa leverage if year==`y', generate(ew`y') tar(1)
}

Contents

This skill includes only STATA .do files. Other file types (SAS, R, Python, data files) from the original replication packages are not included.

references/
├── REFERENCES.md      # Index with methods and identification strategies
└── JAR_*.do           # 126 STATA replication files (Volumes 55-63)

Method Coverage

Method Files
Panel fixed effects (reghdfe, xtreg, areg) 54
Difference-in-differences 22
Event studies (CAR/BHAR) 19
Propensity score matching 10
Entropy balancing 5
Survival/duration analysis 4
Instrumental variables 3
Regression discontinuity 2

File Naming Convention

  • Volumes 55-61: JAR_{volume}_{shortcode}.do
  • Volumes 62-63: JAR_{volume}_{issue}_{shortcode}_{authors}.do

Original Source

The .do files are sourced from the Journal of Accounting Research Online Supplements: https://www.chicagobooth.edu/research/chookaszian/journal-of-accounting-research/online-supplements-and-datasheets

Methodological References

For research design guidance, consult:

  • Breuer & deHaan (2024) on fixed effects interpretation
  • Angrist & Pischke (2009) on causal inference