Hi all,
A question on event studies. I have an event window from 6 months before and 6 months after an event. I extended the data and the window to be 6 months before and 10 months after. This changed some of my earlier coefficients in my coefplot on 4 months, 5, months, etc. I assume this is something that could happen, but can anyone explain why extending the window changes the other coefs?
A question on event studies. I have an event window from 6 months before and 6 months after an event. I extended the data and the window to be 6 months before and 10 months after. This changed some of my earlier coefficients in my coefplot on 4 months, 5, months, etc. I assume this is something that could happen, but can anyone explain why extending the window changes the other coefs?
