eventstudies is an R package for conducting event studies and a platform for methodological research on event studies. The package supports several data adjustment procedures and inference procedures like bootstrap and the classical t-statistic. is an R package for conducting event studies and a platform for methodological research on event studies.
| Package: | eventstudies |
| Type: | Package |
| Version: | 1.2.1 |
| Date: | 2019-01-09 |
| License: | GPL 2 |
| LazyLoad: | yes |
This package allows a dataset to be studied in an event-time frame and perform parametric / non-parametric analysis using several inference procedures.