eventful-package: eventful: A Simple Pacakge for Rolling-Window Single-Firm...
In moneyhun/eventful: A Simple Pacakge for Rolling-Window Single-Firm Event Studies
Description
The goal of eventful is to streamline the process of running single-firm rolling-window event studies. It provides a single function rolling_event_study (for now). This function takes as input a formula, a dataframe, and several additional options (width of rolling window, dates to exclude in estimation, dates for which to generate dummy variables, and more), and returns a nested dataframe structure.
Author(s)
Maintainer: Levi Moneyhun levi.moneyhun@gmail.com
moneyhun/eventful documentation built on Jan. 3, 2022, 12:49 p.m.
R Package Documentation
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Description
The goal of eventful is to streamline the process of running single-firm rolling-window event studies. It provides a single function rolling_event_study (for now). This function takes as input a formula, a dataframe, and several additional options (width of rolling window, dates to exclude in estimation, dates for which to generate dummy variables, and more), and returns a nested dataframe structure.
Author(s)
Maintainer: Levi Moneyhun levi.moneyhun@gmail.com
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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