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Re: st: Corrado Rank Test

From   Maarten buis <>
Subject   Re: st: Corrado Rank Test
Date   Fri, 28 May 2010 11:56:58 +0000 (GMT)

--- On Fri, 28/5/10, w zhan wrote:
> 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. 

-findit Corrado Rank Test- and -findit corrado- didn't return
any hits, so either it isn't implemented or it is implemented 
under a different name. The latter is real possibility as the
same test is often "re-invented" many times in different 
disciplines, leading to different names for the same test
across disciplines. So I would look at the different options
returned after you type -findit rank test-, to see if any
of those are equivalent to the test you want.

-- Maarten

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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