Hi there,
I am doing an event study for my dissertation and having trouble using the eventstudy2 command.
I am currently using STATA/IC 14.1 and have installed eventstudy2, moremata, parallel, distinct, _gprod, and rmse. However, I keep getting an invalid syntax r(197) error. I have found this error for both using the example eventstudy2 downloadable data as well as with my own data.
For example, after downloading the eventstudy2 files and following the example the command won't work (provides the error) for the first example:
Code:
eventstudy2 Security_id Date using Security_returns if Earnings_surprise >
0.05, returns(Return)
I would really appreciate any help or suggestions on what I should do as my masters dissertation is due soon and I am very stuck.
I am doing an event study for my dissertation and having trouble using the eventstudy2 command.
I am currently using STATA/IC 14.1 and have installed eventstudy2, moremata, parallel, distinct, _gprod, and rmse. However, I keep getting an invalid syntax r(197) error. I have found this error for both using the example eventstudy2 downloadable data as well as with my own data.
For example, after downloading the eventstudy2 files and following the example the command won't work (provides the error) for the first example:
Code:
eventstudy2 Security_id Date using Security_returns if Earnings_surprise >
0.05, returns(Return)
I would really appreciate any help or suggestions on what I should do as my masters dissertation is due soon and I am very stuck.
