Hi all!!
I just started using STATA and I'm learning how to use the software on my own - which is not easy. I am trying to conduct an event study but the online resources are sort of limited particularly since I am looking at indices rather than individual companies. So my problem is that I was able to create a CAAR table but the values are positive and large which is not right, because my research is looking at the impact of crises on 25 indices. Additionally, I can't seem to do a robustness test, t-test in my case (I'm open to conducting other robustness tests). I would greatly appreciate your expert advise for what may seem to be a novice question. Thank you!
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