MSCMT: Multivariate Synthetic Control Method Using Time Series
Version 1.3.0

Multivariate Synthetic Control Method Using Time Series. 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.

Package details

AuthorMartin Becker [aut, cre], Stefan Klößner [aut], Karline Soetaert [com], LAPACK authors [cph]
Date of publication2017-08-17 08:35:58 UTC
MaintainerMartin Becker <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the MSCMT package in your browser

Any scripts or data that you put into this service are public.

MSCMT documentation built on Aug. 17, 2017, 9:02 a.m.