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) .


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Reference manual

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install.packages("ShiftShareSE")

1.0.0 by Michal Kolesár, 4 months ago


https://github.com/kolesarm/ShiftShareSE


Report a bug at https://github.com/kolesarm/ShiftShareSE/issues


Browse source code at https://github.com/cran/ShiftShareSE


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


Documentation:   PDF Manual  


GPL-3 license


Imports Formula

Suggests testthat, knitr, rmarkdown, AER, spelling, formatR


See at CRAN