This is the repository for the estudy.ado, a routine developed to conduct event studies on Stata.
Companion papers are available at:
- Pacicco, F., Vena, L., & Venegoni, A. (2018). Event study estimations using Stata: The estudy command. The Stata Journal, 18(2), 461-476.
- Pacicco, F., Vena, L., & Venegoni, A. (2021). From common to firm-specific event dates: A new version of the estudy command. The Stata Journal, 21(1), 141-151.
Working versions are available on my ResearchGate profile. It can be installed through:
- ssc install estudy
- net install st0532_3.pkg
- manually including the estudy folder in the correct personal ado subfolder