Eventus

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

Q: How do I run Eventus?

A: 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.

 

Q: 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?

A: Eventus requires that the CRSP environment variables be set in Windows and that the N: drive be mapped. Contact wpcarey.support@asu.edu

 

Q: Is Eventus available on the ASU mainframes?

A: No. The Eventus license only covers the W. P. Carey School of Business network installation of SAS.

 

Q: Where can I get documentation for Eventus?

A: The Eventus manual is available from www.eventstudy.com in PDF format.

 

Q: Can I use Eventus in WRDS?

A: 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.