Conduct Event Study in Stata using estudy command | Part 2
Автор: The Data Hall
Загружено: 2023-02-25
Просмотров: 7975
Описание:
In part one we explained the basics of an event study. In this video we discuss how to conduct event study in Stata. For this purpose, we use estudy command. This command can use different event windows, estimation windows, and different types of tests and can calculate CAR, CAAR, or BHAR.
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Read more on the topic from the following link:
https://thedatahall.com/estudy-comman...
Best 10 Introductory Econometrics Books
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Introduction to Econometrics by Jeffrey M. Wooldridge 7th edition
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Econometric Analysis by William H. Greene
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Basic Econometrics by Damodar Gujarati and Dawn Porter
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A Guide to Econometrics by Peter Kennedy
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