Ajay Shah
3 packages on CRAN
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.
Exchange rate regression and structural change tools for estimating, testing, dating, and monitoring (de facto) exchange rate regimes.