Use the follwing command in R:

> load("SingleFirmPerm.RData)

Containded items:
- perm.test.car
- ar.est.fiat
- ar.est.twist
- ar.ev.fiat
- ar.ev.twist

perm.test.car is the function that carries out the permuatin test.

The other files contain the two data sets, two files per data set (ARs in estimation window and ARs in event window).

Michael Wolf
Zurich, August 2024