ESTUDY: Stata module to perform an event study

Fausto Pacicco, Luigi Vena () and Andrea Venegoni ()
Additional contact information
Luigi Vena: LIUC Università Carlo Cattaneo
Andrea Venegoni: LIUC Università Carlo Cattaneo

Statistical Software Components from Boston College Department of Economics

Abstract: estudy performs an event study, permitting to specify multiple varlists and event windows (up to six), allowing both parametric and non-parametric diagnostics. Several options allow the user to customize the analytical set-up.

Language: Stata
Requires: Stata version 13
Keywords: event study; time series (search for similar items in EconPapers)
Date: 2019-04-03, Revised 2021-09-17
Note: This module should be installed from within Stata by typing "ssc install estudy". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/e/estudy.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/estudy.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/e/examples_estudy.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/e/examples_estudy.dta sample data file (application/x-stata)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458628

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