Summary | Examples | Collinear share matrix | Default way of dealing with collinear sectors | Other solutions | Extensions to multiple shifters and multiple endogenous variables | OLS | IV with a single endogenous regressor and multiple shift-share instruments | IV with multiple endogenous variables | References
Package: ShiftShareSE 1.1.0.9000
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>.
Authors:
ShiftShareSE_1.1.0.9000.tar.gz
ShiftShareSE_1.1.0.9000.zip(r-4.7)ShiftShareSE_1.1.0.9000.zip(r-4.6)ShiftShareSE_1.1.0.9000.zip(r-4.5)
ShiftShareSE_1.1.0.9000.tgz(r-4.6-any)ShiftShareSE_1.1.0.9000.tgz(r-4.5-any)
ShiftShareSE_1.1.0.9000.tar.gz(r-4.7-any)ShiftShareSE_1.1.0.9000.tar.gz(r-4.6-any)
ShiftShareSE_1.1.0.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
ShiftShareSE/json (API)
| # Install 'ShiftShareSE' in R: |
| install.packages('ShiftShareSE', repos = c('https://kolesarm.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/kolesarm/shiftsharese/issues
Datasets:
- ADH - Dataset from Autor, Dorn and Hanson
Last updated from:e3a2d81677. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 150 | ||
| source / vignettes | OK | 225 | ||
| linux-release-x86_64 | OK | 141 | ||
| macos-release-arm64 | OK | 136 | ||
| macos-oldrel-arm64 | OK | 113 | ||
| windows-devel | OK | 120 | ||
| windows-release | OK | 101 | ||
| windows-oldrel | OK | 103 | ||
| wasm-release | OK | 119 |
Exports:ivreg_ssivreg_ss.fitreg_ssreg_ss.fit
Dependencies:Formula
