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] (<>), Eduardo Morales [ctb], Rodrigo Adão [ctb]
MaintainerMichal Kolesár <>
Package repositoryView on CRAN
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ShiftShareSE documentation built on Jan. 8, 2020, 1:07 a.m.