ShiftShareSE: Inference in Regressions with Shift-Share Structure

Provides confidence intervals in least-squares regressions when the variable of interest has a shift-share structure, and in instrumental variables regressions when the instrument has a shift-share structure. The confidence intervals implement the AKM and AKM0 methods developed in Adão, Kolesár, and Morales (2019) <doi:10.1093/qje/qjz025>.

Package details

AuthorMichal Kolesár [aut, cre] (<https://orcid.org/0000-0002-2482-7796>), Eduardo Morales [ctb], Rodrigo Adão [ctb]
MaintainerMichal Kolesár <kolesarmi@googlemail.com>
LicenseGPL-3
Version1.1.0
URL https://github.com/kolesarm/ShiftShareSE
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ShiftShareSE")

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ShiftShareSE documentation built on April 24, 2022, 9:05 a.m.