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Title: Event study estimations using Stata: the estudy command
Authors: Pacicco, Fausto
Vena, Luigi
Venegoni, Andrea
Issue Date: 2018
Publisher: StataCorp
Bibliographic citation: Pacicco Fausto, Vena Luigi, Venegoni Andrea (2018), Event study estimations using Stata: the estudy command. In: The Stata journal, vol. 18, n. 2, 2018, p. 461-476. ISSN 1536-867X.
Abstract: 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.
Journal/Book: The Stata journal
ISSN: 1536-867X
Appears in Collections:Contributo in rivista

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