Contains a set of multi event test statistics as, e.g., AAR and CAAR cross-sectional t test. These are the default test statistics.
See also
Other eventstudy-statistics:
ARTTest,
BHARTTest,
BMPTest,
CARTTest,
CSectTTest,
CalendarTimePortfolioTest,
GeneralizedSignTest,
KolariPynnonenTest,
PatellZTest,
RankTest,
SignTest,
SingleEventStatisticsSet,
StatisticsSetBase,
TestStatisticBase,
adjust_p_values(),
bootstrap_test(),
car_by_group(),
car_quantiles(),
cross_sectional_regression(),
model_diagnostics(),
pretrend_test(),
simulate_event_study(),
validate_task()
Super class
StatisticsSetBase -> MultiEventStatisticsSet