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Eventus is an add-in to SAS based on the SAS macro language
produced by Cowan
Research LC. Eventus provides event study routines and
eases access to CRSP data by reading the binary format CRSP
datasets directly. A full copy of the Eventus manual can be
downloaded from here.
Frequently Asked Questions
1. How do I run Eventus? Eventus is an add in to SAS that
extends the SAS language. Eventus is preinstalled in the
network version of SAS installed on faculty computers.
2. I tried to use Eventus with the network version of SAS
but the log says SAS could not find the CRSP files. What is
wrong? Eventus requires that the CRSP environment variables be
set in Windows and that the N: drive be mapped. Contact
scott.thompson@asu.edu
3. Is Eventus available on the ASU mainframes? No. The
Eventus license only covers the W. P. Carey School of Business
network installation of SAS.
4. Where can I get documentation for Eventus? The Eventus
manual is available from www.eventstudy.com in PDF format.
5. Can I use Eventus in WRDS?
Yes! Eventus is available through our WRDS subscription. To
use it, connect to the WRDS Unix servers via SSH and invoke
Eventus as you would with the SAS network version.
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