R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
crseEventStudy
View on CRAN: Click
here
Download and install crseEventStudy package within the R console
Install from CRAN:
install.packages("crseEventStudy")
Install from Github:
library("remotes")
install_github("cran/crseEventStudy")
Install by package version:
library("remotes")
install_version("crseEventStudy", "1.2.2")
Attach the package and use:
library("crseEventStudy")
Maintained by
Siegfried Köstlmeier
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.crseEventStudy . https://github.com/skoestlmeier/crseEventStudy . crseEventStudy results . crseEventStudy.pdf . crseEventStudy_1.2.2.tar.gz . crseEventStudy_1.2.2.zip . crseEventStudy_1.2.2.zip . crseEventStudy_1.2.2.zip . crseEventStudy_1.2.2.tgz . crseEventStudy_1.2.2.tgz . crseEventStudy_1.2.2.tgz . crseEventStudy_1.2.2.tgz . crseEventStudy archive . https://CRAN.R-project.org/package=crseEventStudy .
First Published: 2018-11-15
Latest Update: 2022-02-23
Description:
Based on Dutta et al. (2018) , this package provides their standardized test for abnormal returns in long-horizon event studies. The methods used improve the major weaknesses of size, power, and robustness of long-run statistical tests described in Kothari/Warner (2007) . Abnormal returns are weighted by their statistical precision (i.e., standard deviation), resulting in abnormal standardized returns. This procedure efficiently captures the heteroskedasticity problem. Clustering techniques following Cameron et al. (2011) are adopted for computing cross-sectional correlation robust standard errors. The statistical tests in this package therefore accounts for potential biases arising from returns' cross-sectional correlation, autocorrelation, and volatility clustering without power loss.
How to cite:
Siegfried Köstlmeier (2018). crseEventStudy: A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies. R package version 1.2.2, https://cran.r-project.org/web/packages/crseEventStudy. Accessed 30 Apr. 2025.
Previous versions and publish date:
Other packages that cited crseEventStudy R package
View crseEventStudy citation profile
Other R packages that crseEventStudy depends,
imports, suggests or enhances
Complete documentation for crseEventStudy
Functions, R codes and Examples using
the crseEventStudy R package
Some associated functions: asr . crseEvent . demo_returns . demo_share_repurchases . sar .
Some associated R codes: asr.R . check_data.R . crseEvent.R . sar.R . Full crseEventStudy package functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
nextGenShinyApps
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
micEconAids
Functions and tools
for analysing consumer demand
with the Almost Ideal Demand System (AIDS)
sugg ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Arne Henningsen (view profile)
GRAPE
Gene-Ranking Analysis of Pathway Expression (GRAPE) is a tool for
summarizing the consensus behavio ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Michael Klein (view profile)
eyetrackingR
Addresses tasks along the pipeline from raw
data to analysis and visualization for eye-tracking dat ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Samuel Forbes (view profile)
crimeutils
A collection of functions that make it easier to understand crime (or other)
data, and assist other ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Jacob Kaplan (view profile)
schrute
The complete scripts from the American version of the Office
television show in tibble format. Use ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Brad Lindblad (view profile)
24,142
R Packages
207,311
Dependencies
65,176
Author Associations
24,143
Publication Badges
