[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: z statistic for event studies

Subject   st: z statistic for event studies
Date   Thu, 04 Jun 2009 16:22:12 +0200

Hi Statalist,

i am using event studies to measure abnormal returns. To measure the significance of the abnormal returns it is possible to either use a t-test or an z statistics invented by Boehmer et al. in 1991. This z statistics is also known as standardized cross sectional test. Does anyone know if there is a command for that test in stata, I could not find one?

Thank you very much
*   For searches and help try:

© Copyright 1996–2022 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index