Event study estimations using Stata: The estudy command
收藏DataCite Commons2024-02-28 更新2024-07-03 收录
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资源简介：
In this article, we introduce the community-contributed command estudy and illustrate how it can be used to perform an event study customizing the statistical framework, from the estimates of abnormal returns to the tests for their statistical significance. Our command significantly improves the existing commands in terms of both completeness and user comprehension.
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创建时间：
2024-02-28
