Dear Members of the Statalist,

A new version of eventstudy2 is available on SSC:

NEW IN THIS VERSION:

- GRANK-T test for cumulative average abnormal returns according to Kolari and Pynnönen (2011)
- Adjusted Patell test (with (Kolari and Pynnönen (2010) adjustment)
- Wilcoxon (1945) signed ranks test
- a substantially improved error output when input data does not match eventstudy2's criteria
- correction of an error in displaying significance levels of buy-and-hold returns and the correction of an error in calculating the bootstrapped skewness-adjusted t-ratio

Best regards
Thomas Kaspereit