*Hi all..* * * *Good day..* * * *Is it possible to calculate bootstrapped skewness adjusted t test [** suggested by Johnson (1978); also ** proposed by Lyon, Barber, and Tsai (1999), 'Improved Methods for Tests ** of Long-Run Abnormal Stock Returns', The Journal of Finance, Vol. 54, ** No. 1, pp. 165-201 ] for a skewed data in Gretl? If it is possible, how can I do this, including the critical value estimation? * * * *Thank you in advance for the help.* (এম মহান উদ্দিন) Md. Mohan Uddin PhD Candidate | College of Business | Universiti Utara Malaysia Sintok, Kedah, Malaysia ____________________________________________________________________________ Assistant Professor (on study leave) | School of Business | United International University Dhaka, Bangladesh | www.uiu.ac.bd