Search found 4 matches

by carolin_5340
Fri May 02, 2014 7:52 am
Forum: Programming
Topic: More Event Dates per Stock
Replies: 6
Views: 4672

Re: More Event Dates per Stock

or !i = 1 to 50 smpl @all 'store the series name in %name %name = results(1,!i+1) 'rename stock price series 'rename %name p_!i 'create return series series r_!i =dlog(p_!i) 'dummy variable 'delete ed_!i series ed_{%name} = 0 'rename ed_{%name} ed_!i next for !j = 1 to 924 'read the date from the ta...
by carolin_5340
Wed Apr 30, 2014 1:32 pm
Forum: Programming
Topic: More Event Dates per Stock
Replies: 6
Views: 4672

Re: More Event Dates per Stock

it comes to a problem, due to the fact that I have more than one observation (event) per series, because when I want to make a sample (eg -200 - -100 days to the eventdate) an error window pops up. I guess due to the reason that I have an error in my program and that it is not possible to name the d...
by carolin_5340
Mon Apr 28, 2014 12:32 pm
Forum: Programming
Topic: More Event Dates per Stock
Replies: 6
Views: 4672

Re: More Event Dates per Stock

Ok so I try it again ;-) ... Just right now I'm trying to do an event study, this event study is about the stock price effect. I have about 50 companies hence 50 stocks, but much more events since companies do have more than one event during the observation time. So when I was doing the program I st...
by carolin_5340
Mon Apr 28, 2014 3:54 am
Forum: Programming
Topic: More Event Dates per Stock
Replies: 6
Views: 4672

More Event Dates per Stock

Hallo, I've a question concerning the creation of a sample. I'm doing an event study about stockprices and I have currently 50 stocks but much more events as per stock more events occured hence 930 events. I would like to create a sample now for my eventwindow. But when I run the programm there alwa...

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