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st: How to match data in an event study

From   Anoer Ilahi <>
Subject   st: How to match data in an event study
Date   Wed, 23 May 2012 10:19:01 +0200

Dear statalist users,

I am currently working on an event study for my MSc thesis in Finance,
and find myself not able to do something in Stata. I have checked the
web and several forums for an answer but I did not find any, I
therefore use this resource as a last resort.

1) My dataset is coded so that I have a seperate column indicating
which number of day it is relative to the event (so it is coded -50 to
50 because I use a -50/+50 event window) and another column indicating
which day of the week that particular day is (1=monday ... 5=friday).
I now need to match the -50th day with the first same day of the week
following the event.
For example, say the -50th day for company x is coded 3 (=wednesday).
Then, I need to match this data with the first wednesday following the
0th day (the event date), and vice versa for the -49th till the -1th

2) As a robustness check, I also need to match it not by day of the
week, but simply on what day it is relative to the event. In other
words, I need to match the data of day -2 with day +2, day -3 with day
+3, etc.

Is there anyone who knows how I can manage this? It would be greatly

Thanks in advance,

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