Hi all, i am relatively new to R. I searched all relevant CRAN taks views, in particular finance and time series but could not find any package that covers a function for bootstrapping skewness-adjusted t-statistics (Johnson 1978). Did I miss something? any help is highly appreciated. thanks fabian -- View this message in context: http://www.nabble.com/bootstrapping-of-skewness-adjusted-t-statistics-tp20564681p20564681.html Sent from the R help mailing list archive at Nabble.com.