I need a code for event study in Stata.
Each data file to be analyzed has only one company with 'multiple events' in it.
Event dates are identified byvariable "date_num" and if " date_num != . ".
Moreover, for estimation period, I need both estimation window of 30 days (or another period) from the previous returns, "Return" variable, and previous returns on a benchmark, "index_ret" variable".
A sample file is attached.
Hi, I'm an engineer in statistics, an expert in data analysis using STATA and i'll happily run the analysis in STATA for you and report the results. contact me Regards.