event-study-cars

Complete methodology for computing publication-quality cumulative abnormal returns with proper event-study test statistics, matching the robustness of Kaspereit's eventstudy2 for Stata. Covers dateline construction, event-date mapping, estimation and event windows, thin-trading adjustment, OLS with Theil prediction error correction, abnormal return computation, CAR/CAAR/AAR accumulation, boundary contamination guards, and common tests such as Patell, BMP, Kolari-Pynnonen, generalized sign, Wilcoxon, and GRANK-T. Use when the user mentions abnormal returns, event windows, market-model regressions, CARs, CAAR, AAR, eventstudy2, thin trading, trade-to-trade returns, or event-study test statistics.

模型生成摘要（rules/v1 · 2026-11-13 19:53）：Complete methodology for computing publication-quality cumulative abnormal returns with proper event-study test statisti…
这是模型对公开材料的总结，不是官方声明，请以原链内容为准。

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版本	存档时间	内容哈希	内容
v1	2026-11-13 19:52	9959f5da	可取

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