EViews.com

Thanks again for your help. We have now another problem: We want to restrict our abnormal returns to our event window (-10 ahead the event date and + 50 following the event date) but we do not know how it works. Our commands: smpl @all for !t=1 to 22 %eventdate = output2(!t+1, 2) sample s_!t delete ...

First thank you for your help. We already managed the problem with the estimation window (alpha and beta) but now a new problem occured, namely this error term you will find below. Our idee behind this is, that our sample should be restricted to the event window. We created dummy variables where 1 i...

Another problem occurs concerning the following: We have many different companies with more than one event per company. We want to use a string loop to calculate the alpha and beta in the estimation window (which lies ahead the event window). The event dates are known and we determined a lengh for o...

You should be able to specify your sample date pairs using date plus offset, as in smpl 1950q3-10 1950q3+50 Simply enter the line in the command window. This will restrict the sample for most operations until the sample is reset to something else. To set to the full workfile use smpl @all The docs ...

Probably easy to do using the event date plus an offset. Are the event dates known ahead of time or do you derive them from data? Thank you for your quick answer. We know the event date (in our case we prepared all the needed data in an excel file and imported it into EViews). Our problem is that w...

Hi, we are absolutely new to eviews but have to conduct an event study. Now our first question is, if there is a way to automatically sample by an estimation window, which lies a specified time ahead of the eventdate, so that we can then caluclate from there 'alpha' and 'beta'. Is it possible to do ...