求助一下
我在用事件研究法,数据属于跨时混合截面数据,如下图示。这种数据需要做哪些检验呢?
| ticker | year | event date | event id | event value(mil) | ROE | CAR |
1 | 2001 | 2001-01-02 | 1 | 100 | 0.5 | 0.01 |
1 | 2001 | 2001-01-15 | 2 | 300 | 0.5 | 0.02 |
1 | 2001 | 2001-01-18 | 3 | 200 | 0.5 | 0.02 |
1 | 2003 | 2003-05-10 | 4 | 8000 | 0.7 | 0.05 |
2 | 2001 | 2001-05-09 | 5 | 40000 | 0.05 | 0.09 |
2 | 2001 | 2001-10-09 | 6 | 188 | 0.05 | 0.1 |
2 | 2002 | 2002-09-03 | 7 | 2976 | 0.06 | 0.03 |