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Construct the standard error for the SCAR (event study)
Construct the standard error for the SCAR (event study)

Dear Stata community,

I'm trying to replicate the empirical strategy of the paper from Aybar and Aysun Ficici 2009, however I'm unsure how to construct the following formula's in STATA:

Array

Can anyone help me construct a code for this section?

Thanks in advance

BJ Data Tech Solution

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Construct the standard error for the SCAR (event study)

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