c(person(given = "Siegfried", family = "Köstlmeier", role = c("aut", "cre"), email = "siegfried.koestlmeier@gmail.com", comment = c(ORCID = "0000-0002-7221-6981")), person(given = "Seppo", family = "Pynnonen", role = c("aut"), email = "sjp@uwasa.fi"))
Siegfried Köstlmeier [aut, cre]
(<https://orcid.org/0000-0002-7221-6981>),
Seppo Pynnonen [aut]

Based on Dutta et al. (2018) <doi:10.1016/j.jempfin.2018.02.004>, this package provides their standardized test for abnormal returns in long-horizon event studies. The methods used improve the major weaknesses of size, power, and robustness of long-run statistical tests described in Kothari/Warner (2007) <doi:10.1016/B978-0-444-53265-7.50015-9>. Abnormal returns are weighted by their statistical precision (i.e., standard deviation), resulting in abnormal standardized returns. This procedure efficiently captures the heteroskedasticity problem. Clustering techniques following Cameron et al. (2011) <doi:10.1198/jbes.2010.07136> are adopted for computing cross-sectional correlation robust standard errors. The statistical tests in this package therefore accounts for potential biases arising from returns' cross-sectional correlation, autocorrelation, and volatility clustering without power loss.

Provides the implementation of analytical and graphical approaches for checking the assumptions of the Fine and Gray model.

person(given = "Michael",
family = "Sumner",
role = c("aut", "cre"),
email = "mdsumner@gmail.com",
comment = c(ORCID = "0000-0002-2471-7511"))
Obtain coordinate system metadata from various data formats. There
are functions to extract a 'CRS' (coordinate reference system,
<https://en.wikipedia.org/wiki/Spatial_reference_system>) in 'EPSG' (European
Petroleum Survey Group, <http://www.epsg.org/>), 'PROJ4' <https://proj.org/>,
or 'WKT2' (Well-Known Text 2,
<http://docs.opengeospatial.org/is/12-063r5/12-063r5.html>) forms. This is
purely for getting simple metadata from in-memory formats, please use other
tools for out of memory data sources.
Michael Sumner [aut, cre] (<https://orcid.org/0000-0002-2471-7511>)