CORRADO: RATS procedure to perform Corrado non-parametric event test

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Computes the non-parametric test statistic from Corrado (1989), "A Non-Parametric Test for Abnormal Security-Price Performance in Event Studies.” Journal of Financial Economics, vol. 23, 385-395.

Language: RATS
Requires: RATS 6.10
Keywords: Event; tests (search for similar items in EconPapers)
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