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st: testing dummy variable in standard event study


From   Shawn DuBravac <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: testing dummy variable in standard event study
Date   Sun, 20 Apr 2014 12:46:11 -0400

I'm doing an event study using the syntax from Princeton: http://dss.princeton.edu/online_help/stats_packages/stata/eventstudy.html

I'm testing stock response to a given public speech. I have also created a dummy variable that indicates if the speech was newsworthy. How do I test the significance of the dummy? 

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