Dear all,

I read previous posts about event study, but I still cannot find my starting point for coding my event study model in Stata. I really appreciate it if someone could help me with recognizing which package of event study is most suitable for my methodology.

To study the relationship between stock portfolios and monetary policy surprises, my model will be the event study used by Haitsma et al. (2016):
Array
the number of events (monetary policy announcements) is limited to 272 dates, and I want to regress this equation for the DAX index on a daily basis.

Thank you so much in advances,
Shahrzad Tarrahi