79550680

Date: 2025-04-02 12:58:12
Score: 3
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since you're the package author maybe you can tell me if I can adjust the estimation window. As I understand the package description, all the data available before the event date is used for the estimation.

"estimation.period: If “type” is specified, then estimation.period is calculated for each firm-event in “event.list”, starting from the start of the data span till the start of event period (inclusive)."

That would lead to different length of the estimation depending on the event date. Can I manually change this (e.g estimation window t:-200 until t:-10)?

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Posted by: Juana