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event-study-cars

80 / 100 · Low risk

Fine to try. Some of what it can do is expected: a coding skill usually runs build and test commands.

By kennethkhoocy/applied-micro-skills (GitHub) · coding · 20 stars · scanned at commit 28d6f64

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, Wilc…

Works with any agent that supports SKILL.md skills.

What this skill can do

Install

Paste this into your terminal. It downloads exactly the version we scanned, not whatever is newest.

if [ -e ~/.agents/skills/'event-study-cars' ] || [ -L ~/.agents/skills/'event-study-cars' ]; then echo 'A skill folder named event-study-cars already exists — not replacing it' >&2; false; else d=$(mktemp -d) && git clone --quiet --filter=blob:none --no-checkout 'https://github.com/kennethkhoocy/applied-micro-skills' "$d" && git -C "$d" checkout --quiet '28d6f6445e745711fc64a4faeebca35eac1b2b02' -- 'plugins/applied-micro/skills/event-study-cars' && mkdir -p ~/.agents/skills && cp -R "$d"/'plugins/applied-micro/skills/event-study-cars' ~/.agents/skills/'event-study-cars' && rm -rf "$d"; fi

Codex reads ~/.agents/skills directly. For Claude Code, Cursor, Copilot, Gemini CLI, Antigravity or OpenCode, also link it. For Claude Code: ln -s ~/.agents/skills/'event-study-cars' ~/.claude/skills/'event-study-cars' (other agents: ~/.cursor/skills, ~/.copilot/skills, ~/.gemini/skills, ~/.gemini/config/skills, ~/.config/opencode/skills). Or install through the finder skill, which does both.

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