Good day everybody,

I am new to Stata, and came up with an issue regarding the event study. I use the command from Princeton to calculate abnormal returns:
forvalues i=1(1)N { /*note: replace N with the highest value of id */ l id company_id if id==`i' & dif==0 reg ret market_return if id==`i' & estimation_window==1 predict p if id==`i' replace predicted_return = p if id==`i' & event_window==1 drop p } How can I modify this code to make it calculate abnormal returns for everyday in 12-month data, instead of for only event window? Bests <3