Hello Stata friends,
I am conducting a CAPM event study with 34 events and eight different companies. I would like to compare the different CARs for each of the 34 events.
All the data to compute CAR is in stata. The events are marked from 1 to 34.
Is there any convenient and elegant way to compute this?
Is there a possibility to compute at least the CAR for all eight companies per event?
Any help would be highly appreciated and will lead to infinite thankfulness.
All the best,
Lulas
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