Hello. I'm using Stata 17 and currently adopting event study methodology for my paper. I refer here for the estudy 2021 Manuscript:
https://journals.sagepub.com/doi/epub/10.1177/1536867X211000010
However, looking at the results, there was only CAAR for the specific event windows but no AAR results showed.
Can anyone assist on this?
https://journals.sagepub.com/doi/epub/10.1177/1536867X211000010
However, looking at the results, there was only CAAR for the specific event windows but no AAR results showed.
Can anyone assist on this?