Event Studies in R

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Event Studies in R

hazzard
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]]

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Re: Event Studies in R

Jim Porzak
Ivan,
You need to be more specific if you want an answer. What kind of
events? With or without attributes?
Species extinction? Formula 1 races? Web clicks?

Jim Porzak
Minted.com
San Francisco, CA
www.linkedin.com/in/jimporzak
use R! Group SF: www.meetup.com/R-Users/


On Sat, Jun 23, 2012 at 5:36 AM, ivan <[hidden email]> 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]]
>
> ______________________________________________
> [hidden email] 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.

______________________________________________
[hidden email] 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.
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Re: Event Studies in R

paul smith-6
I suspect Ivan is looking for packages to do discrete-event simulation
like simulation of queues.

Paul


On Sat, Jun 23, 2012 at 5:15 PM, Jim Porzak <[hidden email]> wrote:

> Ivan,
> You need to be more specific if you want an answer. What kind of
> events? With or without attributes?
> Species extinction? Formula 1 races? Web clicks?
>
> Jim Porzak
> Minted.com
> San Francisco, CA
> www.linkedin.com/in/jimporzak
> use R! Group SF: www.meetup.com/R-Users/
>
>
> On Sat, Jun 23, 2012 at 5:36 AM, ivan <[hidden email]> 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]]
>>
>> ______________________________________________
>> [hidden email] 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.
>
> ______________________________________________
> [hidden email] 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.

______________________________________________
[hidden email] 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.
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Re: Event Studies in R

Patrick Burns
In reply to this post by hazzard
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]]
>
> ______________________________________________
> [hidden email] 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
[hidden email]
twitter: @portfolioprobe
http://www.portfolioprobe.com/blog
http://www.burns-stat.com
(home of 'Some hints for the R beginner'
and 'The R Inferno')

______________________________________________
[hidden email] 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.