Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: plz help
From
Hisham Omar <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: plz help
Date
Tue, 9 Mar 2010 12:13:26 +0000
Hi Statalist members,
I am currently working on event study using STATA, for the first time, I have more than 3000 events as a trading days not a calendar day, my estimation window from -140 to -40 and my analysis window is from -15 to +15. I have no dates available. I just determine the event using dummy variable related to the stock return.
I had a look to this link but it depends on dates.
http://dss.princeton.edu/usingdata/stata/analysis/eventstudy.html
Thank-you very much for any help you may be able to offer.
Regards,
Hisham
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/