I would like to perform an event study in Stata. Unfortunately, I cannot apply this https://dss.princeton.edu/online_hel...ventstudy.html
How can I create a time window for this dataset? For example I would like to create a date 10 days before announcement date
Code:
* Example generated by -dataex-. For more info, type help dataex clear input int DateAnnounced float date str200 TargetFullName str139 AcquirorFullName double AcquirorPermID 14801 0 "Bauer Motors" "Pendragon PLC" 4295898599 14924 0 "Marcom Technologies Inc (Avilyn Ltd)" "SR Teleperformance Group" 4295866721 14853 0 "Aga GmbH(AGA AB/Linde AG)" "Air Liquide SA" 4295867366 end format %td DateAnnounced
Thank you in advance
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