BJ Data Tech Solution

Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.

Tuesday, April 30, 2019

CAPM OLS event study calculating CAR for multiple companies at the time

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

BJ Data Tech Solution

Tuesday, April 30, 2019

CAPM OLS event study calculating CAR for multiple companies at the time

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