Eventstudy2 by Thomas Kaspereit (2015)

[Babikir Bechir]

My special greetings everyone
I am conducting Eventstudy2 by Thomas Kaspereit (2015). Using Stata software, a message displayed the following error: "sum of expand values exceed 2,147,483,620. The dataset may not contain more than 2,147,483,620 observations. I am currently unable to fix the error".
My full sample data is 445 firms and with a total of 1045750 observations.
A picture of the error is attached with this post.
I am happy to share my sample data.

Thank you very much in advance.

Babikir Bechir

[Jared Greathouse]

Why don't we ask him Thomas Kaspereit

[Thomas Kaspereit]

Thanks a lot, Jared.

Babikir, more than a million events....this exceed limits. Please see page 11 here :

https://orbilu.uni.lu/bitstream/10993/44937/1/main.pdf

to get an idea of what is feasible.

Best
Thomas

[Babikir Bechir]

I was investigating the error for about a week. I will look on page 11. Thank you very much for the swift reply.