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:Michal Kolesár [aut, cre], Eduardo Morales [ctb], Rodrigo Adão [ctb]

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ShiftShareSE.pdf |ShiftShareSE.html✨
ShiftShareSE/json (API)
NEWS

# 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

On CRAN:

4.98 score 19 stars 6 scripts 232 downloads 4 exports 1 dependencies

Last updated 6 months agofrom:e3a2d81677. Checks:8 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 15 2025
R-4.5-winOKFeb 15 2025
R-4.5-macOKFeb 15 2025
R-4.5-linuxOKFeb 15 2025
R-4.4-winOKFeb 15 2025
R-4.4-macOKFeb 15 2025
R-4.3-winOKFeb 15 2025
R-4.3-macOKFeb 15 2025

Exports:ivreg_ssivreg_ss.fitreg_ssreg_ss.fit

Dependencies:Formula

Standard Errors in Shift-Share Regressions

Michal Kolesár

Rendered fromShiftShareSE.Rmdusingknitr::rmarkdownon Feb 15 2025.

Last update: 2024-08-19
Started: 2019-08-12