Perhaps this will be useful:
http://dss.princeton.edu/online_help/analysis/event_studies.htm
Scott
On Feb 11, 2008 7:04 AM, Mortal, Sandra C. <[email protected]> wrote:
>
> you can do this pretty well using sas, that's what I usually use, wrds has a couple of programs dedicated to this. You can also use eventus.
>
> -----Original Message-----
> From: [email protected] on behalf of [email protected]
> Sent: Mon 2/11/2008 5:11 AM
> To: [email protected]
> Subject: st: Stata Event study
>
>
> Dear sirs
>
> I was wondering if you have an detailed guide about how to perform
> event study on stata? We are two student writing a master thesis about merger
> and acquisition in Scandinavia. And we have never used Stata before
> > >
> > >
> Aasmund Edland
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
