This is a very helpful video on how you can run an event study analysis in Stata. Some related videos:
diff-in-diff using "diff" command: https://www.youtube.com/watch?v=ioNZ0...
diff-in-diff using "reg" command: https://www.youtube.com/watch?v=qu1uP...
Fixed effect diff-in-diffusing "reg" command: https://www.youtube.com/watch?v=N_7nn...
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