MSCMTpackage: Multivariate Synthetic Control Method Using Time Series

In MSCMT: Multivariate Synthetic Control Method Using Time Series

Multivariate Synthetic Control Method Using Time Series

Description

MSCMT implements the Multivariate Synthetic Control Method Using Time Series.

Details

MSCMT implements three generalizations of the synthetic control method (which has already an implementation in package 'Synth'):

1. it allows for using multiple outcome variables,

2. time series can be supplied as economic predictors,

3. 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.

Author(s)

Maintainer: Martin Becker [e-mail] (ORCID)

Authors:

• Stefan Klößner [e-mail]

Other contributors:

• Karline Soetaert [e-mail] [compiler]

• Jack Dongarra [e-mail] [copyright holder]

• R.J. Hanson [copyright holder]

• K.H. Haskell [copyright holder]

• Cleve Moler [copyright holder]

• LAPACK authors [copyright holder]

References

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Abadie2003MSCMT

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Abadie2010MSCMT

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FastReliableMSCMT

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CVMSCMT

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KP16MSCMT

Examples

## Not run: 
## for examples, see the package vignettes:
browseVignettes(package="MSCMT")

## End(Not run)

MSCMT documentation built on May 29, 2024, 11:29 a.m.