[R] Event Studies in R

[Patrick Burns]

Bill Alpert and I thought about creating a
package from when we worked together on an
event study.  But our experience was that
most of the work was in aligning the data
and virtually none of what we did was
generalizable.

Maybe someone has found a way to make a
useful package, but I'm doubtful.

Pat


On 23/06/2012 13:36, ivan wrote:
> Dear all
>
> I tried finding a package for event studies but unfortunately without
> success. Does anyone know which package suits best for such an analysis?
>
> Thank you in advance.
>
> Regards
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

-- 
Patrick Burns
pburns at pburns.seanet.com
twitter: @portfolioprobe
http://www.portfolioprobe.com/blog
http://www.burns-stat.com
(home of 'Some hints for the R beginner'
and 'The R Inferno')