A platform for conducting event studies (Fama, Fisher, Jensen, Roll (1969) <doi:10.2307/2525569>) and for methodological research on event studies. The package supports market model, augmented market model, and excess returns methods for data modelling along with Wilcox, classical t-test, and Bootstrap as inference procedures.
| Version: | 1.2.2 |
| Depends: | R (≥ 3.1), zoo, xts |
| Imports: | boot, graphics, methods, testthat, sandwich, stats, utils |
| Suggests: | knitr |
| Published: | 2020-06-02 |
| Author: | Chirag Anand [aut, cre], Vikram Bahure [aut], Vimal Balasubramaniam [aut], Shekhar Harikumar [ctb], Sargam Jain [ctb], Ajay Shah [aut] |
| Maintainer: | Chirag Anand <anand.chirag at gmail.com> |
| BugReports: | https://github.com/nipfpmf/eventstudies/issues |
| License: | GPL-2 |
| URL: | https://github.com/nipfpmf/eventstudies |
| NeedsCompilation: | no |
| Citation: | eventstudies citation info |
| Materials: | README ChangeLog |
| CRAN checks: | eventstudies results |
| Reference manual: | eventstudies.pdf |
| Vignettes: |
Software testing of the \textbf{eventstudies} package in R Introduction to the \textbf{eventstudies} package in R |
| Package source: | eventstudies_1.2.2.tar.gz |
| Windows binaries: | r-devel: eventstudies_1.2.2.zip, r-release: eventstudies_1.2.2.zip, r-oldrel: eventstudies_1.2.2.zip |
| macOS binaries: | r-release: eventstudies_1.2.2.tgz, r-oldrel: eventstudies_1.2.2.tgz |
| Old sources: | eventstudies archive |
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