MSCMT: Multivariate Synthetic Control Method Using Time Series
Version 1.3.2

Three generalizations of the synthetic control method (which has already an implementation in package 'Synth') are implemented: first, 'MSCMT' allows for using multiple outcome variables, second, time series can be supplied as economic predictors, and third, a well-defined cross-validation approach can be used. Much effort has been taken to make the implementation as stable as possible (including edge cases) without losing computational efficiency. A detailed description of the main algorithms is given in Becker and Klößner (2018) .

Package details

AuthorMartin Becker [aut, cre] (<>), Stefan Klößner [aut], Karline Soetaert [com], LAPACK authors [cph]
Date of publication2018-02-19 20:06:29 UTC
MaintainerMartin Becker <[email protected]>
Package repositoryView on CRAN
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MSCMT documentation built on Feb. 20, 2018, 1:01 a.m.