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st: my code for event study


From   "Nian Huang" <huangnian@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: my code for event study
Date   Thu, 15 Mar 2007 01:34:40 -0500

I want to thank everybody for their previous quick responses.

Here is my piece of code for event study. Basically, I get it from the
Stata sample program.


forvalues i=1(1)1314 {
	quietly reg ret mkt if id==`i' & est_window==1
	quietly predict p if id==`i'
	quietly replace pred_rtn= p if id==`i' & event_window==1
	quietly drop p
}

The above program took 30 minutes to run through. Is there any way to
improve it?

Appreciate your input!
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