Question about eventstudy2

[Michael Lu]

Hi All,

I am currently trying to conduct an event study on stock return using eventstudy2 package. The following error came up when running my code below. Not sure if anyone in this forum has seen this error and is able to provide a fix?

use EVENT_DATE_ID.dta, clear

eventstudy2 stockid Date using STOCK_RETURN.dta , ret(Returns) replace
[model(BHAR) marketfile(MARKET_RETURN_FILE) marketreturns(ExcessReturnontheMarket) idmarket(marketid) evwlb(-10) evwub(10)
eswlb(-250) eswub(-5) minevw(30) minesw(20)
car1LB(-3) car1UB(250) arfillevent arfillestimation ]

Thanks,
Mike

[Jared Greathouse]

I haven't seen it, but surely Thomas Kaspereit has.

[Michael Lu]

I haven't seen it, but surely Thomas Kaspereit has.

Thanks for you input Jared,

Update: I managed to fix this, it seems like something is not compatible with the eventstudy2 within my STATA ado folder. I run the same code in a different computer with the same STATA version installed and worked perfectly fine. I have since deleted my ado folder and reinstalled eventstudy2, which solved the problem.