Conduct Event Study in Stata Using eventstudy2 Command | Part 3

This is part 3 of event study lectures. In this video, we discuss eventstudy2 command in Stata. Eventstudy2 is the most complete command for event study in Stata as compared to estudy command. In Estudy we cannot use multiple events of the same firm, however, in eventstudy2 we have more flexibility. Download Do/Data file from the following link: https://payhip.com/b/UEA9h 00:00 Intro to Eventstudy2 0:49 How to set files 4:45 Command syntax 13:59 log returns 16:25 Estimation window 22:33 Multiple events of same firm Read more on the topic from the following link: https://thedatahall.com/event-study-using-the-eventstudy2-command-in-stata/ Best 10 Introductory Econometrics Books https://thedatahall.com/best-10-introductory-econometrics-books/ Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge https://amzn.to/4220RUA Introductory Econometrics for Finance by Chris Brooks https://amzn.to/3HwmOmM An Introduction to Modern Econometrics Using Stata by Christopher F. Baum https://amzn.to/42prKBT Microeconometrics Using Stata by A. Colin Cameron and Pravin K. Trivedi https://amzn.to/42ra88r Website: thedatahall.com Disclaimer: Some links are affiliate links that help the channel at no cost to you.