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Event study moving average outside event window
The following panel data provides information about the firm event PERMCO_ED which is unique. DATE is the relative time period and Adjvol. I want to calculate...
 3 posts

Event Study on Panel data
I have a panel data set and I would like to conduct an event study. The variable dif shows the relative time to the event date and ASVI represents the...Last edited by Bilal Hafeez; 02 Jun 2019, 02:52.
 2 posts

Data reshape wide to long
Hello,
I have run into a data reshape problem, Table 1 provides the information about the dataset. Each row provides a daily observation...Last edited by Bilal Hafeez; 03 Feb 2019, 19:56.
 2 posts

Separate regression for each group in Panel data
Hi,
I have a panel dataset, which includes observation for returns and turnover for the past 52 weeks. I want to extract the coefficient...
 9 posts

Creating different Event Windows, conditional sum of columns
I want to calculate cumulative returns for several event horizons, in the following data I need to create a sum of xstret (excess returns).
...
 3 posts

Generate Minimum value using index
I want to generate a minimum value using the index. A part of the data attached in the table below, I want to calculate the minimum value of 'ASVI' value...
 2 posts

FStatistic for cluster robust standard error.
The dataset I have has the following characteristics. The data deals with shareholder activism for 13 years, T=13. The crosssections have sometimes repetitive...
 9 posts