option in the Users Guide. But exactly how do I use it, and how can I find out the estimation period ending date for the first event?
Solution: Run Eventus statements like the following. * Convert calendar event date to CRSP trading day number; filename request ‘C:\My Request Files\File Name 1.txt’; Eventus; DateConv outsas=work.temp1; * Move date back 31 trading days; Eventus; DateConv insas=work.temp1 datefmt=crsp shift1=-31 outsas=work.temp2; * Combine shifted and original dates into a new request file in SAS data set form; data request_event1; merge temp1 temp2(rename=(eventdat=estend)); by permno; run; * Print the request file for visual inspection; proc print data=request_event1; id permno; format eventdat estend yymmddn8.; run; * Use the new request file to run the first event study; Eventus; Request insas=work.request_event1 est=specific; EvtStudy; * Set up the request file for the second event study; filename request ‘C:\My Request Files\File Name 2.txt’; Eventus; DateConv outsas=work.temp3; data request_event2; merge temp3 temp2(rename=(eventdat=estend)); by permno; run; * Run the second event study; Eventu
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