Event Study: Test Statistics
【Ｏｎｌｉｎｅ Ｃｏｕｒｓｅｓ】
⚡Getting Started with Stata: (24 lectures + 4 assignments = 5.5 hours content): available on Udemy: https://www.udemy.com/course/getting-...
⚡Applied Time Series using Stata (29 lectures + 4 assignments = 6.5 hours content): available on Udemy: https://www.udemy.com/course/applied-...
The video
This video derives confidence intervals for cumulated abnormal returns (CARs), which are used in event-studies. We discuss the underlying theory in detail and implement the theory using Excel.
GitHub
https://github.com/GerhardKling/DataA...
The channel
YUNIKARN focuses on publishing educational content in applied statistics, mathematics, and data science. In these fields, programming skills have become essential. Hence, we cover various programming languages, including Python, Stata, and C++, to tackle problems and for fun. We upload on Mondays recorded tutorials or live streams.
Hashtags
#eventstudy #datascience #dataanalysis