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This repository implements the adjusted BMP / standardized cross-sectional test and the GRANK / generalized rank t test

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Tommel71/Event-Study-Statistics

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Event Study Statistics

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This repository implements the adjusted BMP / standardized cross-sectional test and the GRANK / generalized rank t test.

Installation

    pip install eventstudystatistics

Usage

Find an example how to use the statistics in the example.py

A documentation can be found here: readthedocs

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This repository implements the adjusted BMP / standardized cross-sectional test and the GRANK / generalized rank t test

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