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st: plz help


From   Hisham Omar <HMO867@bham.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
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

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