Can you please help to construct a pre-event window of 23 days (including event date). I have this data (permno - firm):
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input double permno long date 10031 10350 10031 10393 end format %td date
Code:
expand 23 sort permno date by permno date: gen byte t = _n by permno date: gen int even_period = date + t - 23 format even_period %td
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