Dear Stata Community!
I am using the command eventsudy2. I am trying to obtain the residuals from the market model regression over the (-1,0) window, but I can't see how to obtain them from the command. Do you have any suggestion?
Thank you
I am using the command eventsudy2. I am trying to obtain the residuals from the market model regression over the (-1,0) window, but I can't see how to obtain them from the command. Do you have any suggestion?
Thank you
