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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": "2026-05-11 07:18:06 UTC", "User": "root" }, "Author": "Siegfried Köstlmeier [aut, cre] (ORCID:\n),\nSeppo Pynnonen [aut]", "MD5sum": "ba1d2f8586334b46638b516715c4aca2", "_user": "skoestlmeier", "_type": "src", "_file": "crseEventStudy_1.2.2.tar.gz", "_fileid": "87d1a5cf5fe46ad197e42fe9e43afceb7405808aec21a0e3121b1e9d2dbe7560", "_filesize": 209823, "_sha256": "87d1a5cf5fe46ad197e42fe9e43afceb7405808aec21a0e3121b1e9d2dbe7560", "_created": "2026-05-11T07:18:06.000Z", "_published": "2026-05-22T11:48:09.042Z", "_distro": "noble", "_jobs": [ { "job": 77373413787, "time": 116, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "6912454648" }, { "job": 77373413579, "time": 109, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "6912454745" }, { "job": 77373413565, "time": 244, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "6912500220" }, { "job": 77373413533, "time": 153, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "6912458153" }, { "job": 77373413456, "time": 162, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "6912421500" }, { "job": 77373413241, "time": 89, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7159743314" }, { "job": 77373413614, "time": 82, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "6912446427" }, { "job": 77373413637, "time": 76, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "6912443765" }, { "job": 77373413634, "time": 63, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "6912440136" } ], "_buildurl": "https://github.com/r-universe/skoestlmeier/actions/runs/25655861526", "_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", "uuid": 37867457, "orcid": "0000-0002-7221-6981" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5", "role": "Depends" }, { "package": "methods", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "sandwich", "role": "Imports" }, { "package": "testthat", "role": "Suggests" } ], "_owner": "skoestlmeier", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_topics": [ "empirical-research", "event-study", "finance", "financial-analysis" ], "_stars": 2, "_contributors": [ { "user": "skoestlmeier", "count": 31, "uuid": 37867457 } ], "_userbio": { "uuid": 37867457, "type": "user", "name": "Dr. Siegfried Köstlmeier", "description": "Postdoctoral researcher at the Chair of Business Administration, Financial Services, University of Regensburg. 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