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st: Corrado Rank Test
From
w zhan <[email protected]>
To
<[email protected]>
Subject
st: Corrado Rank Test
Date
Fri, 28 May 2010 12:37:16 +0100
Dear All,
Does anyone know how to perform Corrado Rank Test in STATA? Is there any specific code for this test?
Actually I am doing an event study analysis, and want to perform Corrado Rank Test to test the significance of cumulative abnormal returns over the event window.
Many Thanks
Best Wishes
Wen
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