mcpbeat

Event Study Cars

kennethkhoocy/event-study-cars

>- Complete methodology for computing publication-quality cumulative abnormal returns with proper event-study test statistics, matching the robustness of Kaspereit's eventstudy2 for Stata. Covers dateline construction, event-date mapping, estimation and event windows, thin-trading adjustment, OLS with Theil prediction error correction, abnormal return computation, CAR/CAAR/AAR accumulation, boundary contamination guards, and common tests such as Patell, BMP, Kolari-Pynnonen, generalized sign, Wilcoxon, and GRANK-T. Use when the user mentions abnormal returns, event windows, market-model regressions, CARs, CAAR, AAR, eventstudy2, thin trading, trade-to-trade returns, or event-study test statistics.

29k tokens
context cost
the whole folder, loaded on every use
12
files
ships runnable scripts
0
copies elsewhere
how many repositories repackaged it
54
stars on the repo
on the repository, not the skill itself

Install

one command, takes just this skill from the repository 
npx skills add https://github.com/kennethkhoocy/applied-micro-skills --skill event-study-cars

How to use it

Copy the folder

Take kennethkhoocy/event-study-cars from the repository into ~/.claude/skills for personal use, or into .claude/skills inside a project.

Check the name does not clash

The agent identifies a skill by the name field in its header. Two skills with the same name cannot sit side by side — one of them will be ignored.