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This\nprocedure efficiently captures the heteroskedasticity problem.\nClustering techniques following Cameron et al. (2011)\n are adopted for computing\ncross-sectional correlation robust standard errors. The\nstatistical tests in this package therefore accounts for\npotential biases arising from returns' cross-sectional\ncorrelation, autocorrelation, and volatility clustering without\npower loss.", "License": "BSD_3_clause + file LICENSE", "URL": "https://github.com/skoestlmeier/crseEventStudy", "Encoding": "UTF-8", "LazyData": "true", "Repository": "https://skoestlmeier.r-universe.dev", "Date/Publication": "2022-02-22 13:22:28 UTC", "RemoteUrl": "https://github.com/skoestlmeier/crseeventstudy", "RemoteRef": "HEAD", "RemoteSha": "aa6e66083784bb6b963a463117e52f55c4a407dc", "NeedsCompilation": "no", "Packaged": { "Date": "2026-06-10 09:08:55 UTC", "User": "root" }, "Author": "Siegfried Köstlmeier [aut, cre] (ORCID:\n),\nSeppo Pynnonen [aut]", "MD5sum": "f326752b449586aaea82c8ebe0c078d3", "_user": "skoestlmeier", "_type": "src", "_file": "crseEventStudy_1.2.2.tar.gz", "_fileid": "a1021f61ac1ca60ad2aaf8284b7183734905a64b89ee511a74960ae5b91a05f5", "_filesize": 207636, "_sha256": "a1021f61ac1ca60ad2aaf8284b7183734905a64b89ee511a74960ae5b91a05f5", "_created": "2026-06-10T09:08:55.000Z", "_published": "2026-06-10T09:23:57.432Z", "_distro": "noble", "_jobs": [ { "job": 80522361420, "time": 105, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7531374292" }, { "job": 80522361370, "time": 101, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7531372960" }, { "job": 80522361415, "time": 249, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7531597793" }, { "job": 80522361438, "time": 154, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7531657037" }, { "job": 80521738437, "time": 199, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7531331689" }, { "job": 80522361422, "time": 101, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7531372859" }, { "job": 80522361470, "time": 87, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7531367256" }, { "job": 80522361461, "time": 71, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7531360870" }, { "job": 80522361409, "time": 86, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7531367326" } ], "_buildurl": "https://github.com/r-universe/skoestlmeier/actions/runs/27265558207", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/skoestlmeier/crseeventstudy", "_commit": { "id": "aa6e66083784bb6b963a463117e52f55c4a407dc", "author": "Siegfried Köstlmeier ", "committer": "Siegfried Köstlmeier ", "message": "Address Issue: CRAN packages with LENGTH_1 errors\n", "time": 1645536148 }, "_maintainer": { "name": "Siegfried Köstlmeier", "email": "siegfried.koestlmeier@gmail.com", "login": "skoestlmeier", "description": "Postdoctoral researcher at the Chair of Business Administration, Financial Services, University of Regensburg. 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