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Something like this: smpl @all series temp = win for !i=1 to @obsrange if temp(!i)=1 then temp(!i)=0 %enddate = @otod(!i) %startdate = @otod(!i-99) smpl {%startdate} {%enddate} equation eq_!i.ls LOG_Returns c LOG_Returns(-1) WMP(-1) WMP WMP(+1) !i=0 endif next would work, but you have some data iss...

Something like this: smpl @all series temp = win for !i=1 to @obsrange if temp(!i)=1 then temp(!i)=0 %enddate = @otod(!i) %startdate = @otod(!i-99) smpl {%startdate} {%enddate} equation eq_!i.ls LOG_Returns c LOG_Returns(-1) WMP(-1) WMP WMP(+1) !i=0 endif next would work, but you have some data iss...

mikaldj wrote:

EViews Gareth wrote:I still can't quiet visualise how the data are structured. Could you provide the Excel file?

Yes. In this excel file we have already matched the dates between log returns and market return.

EDIT "Column C should be removed"

EViews Gareth wrote:I still can't quiet visualise how the data are structured. Could you provide the Excel file?

Yes. In this excel file we have already matched the dates between log returns and market return.

So the events are common across cross-sections? (I think they have to be, but want to be sure) I must add: We have dates for LOG_returns in column B and we have added a new column C, with the dates of the market return. We have used a VLOOKUP formula in excel to have these dates mach eachother. How...

EViews Gareth wrote:So the events are common across cross-sections? (I think they have to be, but want to be sure)

Yes

How/where are the events stored? We have organized the data in excel as: A B C D E F G-K Country 1 Date LOG_Returns WMP Event1 Event2 Mon-Thur . . Country 2 Date LOG_Returns WMP Event1 Event2 Mon-Thur . . Country 7 Date LOG_Returns WMP Event1 Event2 Mon-Thur . . For Event1, Event2 and Mon-Thur we h...

Hi! We are currently working with an event study and experience some problems with setting estimation period. We are running the following regression as Cross-Section SUR (PCSE): LOG_Returns c LOG_Returns(-1) WMP(-1) WMP WMP(+1) Monday Tuesday Wednesday Thursday , where LOG_Returns represent index r...