waissbluth/skewttest: Bootstrapped Skewness-Adjusted t-test

Implements the Bootstrapped Skewness-Adjusted t-test as in Lyon et al (1999) for testing long run mean abnormal returns.

Getting started

Package details

Maintainer
LicenseGNU General Public License v3.0
Version0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("waissbluth/skewttest")
waissbluth/skewttest documentation built on May 3, 2019, 8:10 p.m.