https://sm-datazoo.r-universe.devRecent package updates in sm-datazooR-universehttps://github.com/sm-datazoo.pnghttps://sm-datazoo.r-universe.devFri, 09 Oct 2026 10:00:17 GMTsm@data-zoo.de (Simon Mueller)Financial event study analysis. Implements the classical event study methodology of MacKinlay (1997) <https://www.jstor.org/stable/2729691> with multiple return models: market model, market adjusted, comparison period mean adjusted, Fama and French three-factor (1993) <doi:10.1016/0304-405X(93)90023-5> and five-factor (2015) <doi:10.1016/j.jfineco.2014.10.010>, Carhart (1997) four-factor <doi:10.1111/j.1540-6261.1997.tb03808.x>, generalized autoregressive conditional heteroskedasticity (GARCH; Bollerslev, 1986) <doi:10.1016/0304-4076(86)90063-1>, rolling window, and dynamic conditional correlation GARCH (DCC-GARCH; Engle, 2002) <doi:10.1198/073500102288618487>. Provides parametric and non-parametric test statistics, including the standardized cross-sectional test of Boehmer, Musumeci and Poulsen (1991) <doi:10.1016/0304-405X(91)90032-F> and its cross-correlation adjustment by Kolari and Pynnonen (2010) <doi:10.1093/rfs/hhq072>; buy-and-hold abnormal returns (Barber and Lyon, 1997) <doi:10.1016/S0304-405X(96)00890-2>; volume and volatility event studies; cross-sectional regression; intraday event studies; panel difference-in-differences event studies with the estimators of Callaway and Sant'Anna (2021) <doi:10.1016/j.jeconom.2020.12.001>, de Chaisemartin and D'Haultfoeuille (2020) <doi:10.1257/aer.20181169>, and Borusyak, Jaravel and Spiess (2024) <doi:10.1093/restud/rdae007>; synthetic control methods (Abadie, Diamond and Hainmueller, 2010) <doi:10.1198/jasa.2009.ap08746>; wild bootstrap inference; multiple testing corrections; power analysis via simulation; data download helpers; automated reporting; and visualization tools. Results can be exported to comma-separated values (CSV), 'Excel', or 'LaTeX'.https://github.com/r-universe/sipemu/actions/runs/39785197479Fri, 09 Oct 2026 10:00:17 GMTEventStudy0.66.0successhttps://sipemu.r-universe.devhttps://github.com/sipemu/eventstudyautomated-reports.Rmdautomated-reports.htmlAutomated Event Study Reports2026-02-27 19:54:182026-09-24 19:54:55custom-models.Rmdcustom-models.htmlCreating Custom Models2026-02-20 09:52:182026-02-20 09:52:18custom-test-statistics.Rmdcustom-test-statistics.htmlCreating Custom Test Statistics2026-02-20 09:52:182026-02-20 09:52:18cross-sectional-analysis.Rmdcross-sectional-analysis.htmlCross-Sectional Analysis of Event Study Results2026-02-20 13:59:392026-02-20 13:59:39diagnostics-validation.Rmddiagnostics-validation.htmlDiagnostics and Validation for Event Studies2026-02-20 13:59:392026-02-20 13:59:39data-download.Rmddata-download.htmlDownloading Stock and Factor Data2026-02-27 19:54:182026-09-05 10:55:25factor-models-bhar.Rmdfactor-models-bhar.htmlFactor Models, GARCH, and Buy-and-Hold Abnormal Returns2026-02-20 13:59:392026-02-20 13:59:39gallery.Rmdgallery.htmlGallery2026-09-04 22:09:212026-09-18 13:08:53inference-robustness.Rmdinference-robustness.htmlInference and Robustness: HAC, Bootstrap, and Multiple Testing2026-02-27 19:54:182026-02-27 19:54:18intraday-event-study.Rmdintraday-event-study.htmlIntraday Event Studies with EventStudy2026-02-20 12:48:232026-02-20 12:48:23introduction.Rmdintroduction.htmlGetting Started with EventStudy2023-06-22 20:22:392026-09-09 14:12:15modern-did-estimators.Rmdmodern-did-estimators.htmlModern Difference-in-Differences Estimators2026-02-27 19:54:182026-09-24 19:54:55panel-event-study.Rmdpanel-event-study.htmlPanel Event Studies: A Guide Following Miller (2023)2026-02-20 09:52:182026-02-20 14:00:05result-extraction.Rmdresult-extraction.htmlResult Extraction and Export2026-02-20 09:52:182026-02-20 09:52:18simulation-power-analysis.Rmdsimulation-power-analysis.htmlMonte Carlo Simulation and Power Analysis2026-02-27 19:54:182026-02-27 19:54:18statistical-conventions.Rmdstatistical-conventions.htmlStatistical Conventions and Formula Audit2026-09-11 06:12:142026-09-24 19:30:39synthetic-control.Rmdsynthetic-control.htmlSynthetic Control Methods2026-02-27 19:54:182026-02-27 19:54:18ai-advisor.Rmdai-advisor.htmlThe Grounded AI Advisor: A Dieselgate Multi-Automaker Walkthrough2026-09-04 12:07:412026-09-04 19:06:02time-varying-models.Rmdtime-varying-models.htmlTime-Varying Beta Models: Rolling Window and DCC-GARCH2026-02-27 19:54:182026-02-27 19:54:18volume-volatility-event-study.Rmdvolume-volatility-event-study.htmlVolume and Volatility Event Studies2026-02-20 13:53:222026-02-20 13:53:22