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>.

Version: 1.1.0
Depends: R (≥ 4.1.0)
Imports: Formula
Suggests: testthat (≥ 2.1.0), knitr, rmarkdown, AER, spelling, formatR
Published: 2022-04-24
DOI: 10.32614/CRAN.package.ShiftShareSE
Author: Michal Kolesár ORCID iD [aut, cre], Eduardo Morales [ctb], Rodrigo Adão [ctb]
Maintainer: Michal Kolesár <kolesarmi at>
License: GPL-3
NeedsCompilation: no
Language: en-US
Materials: NEWS
CRAN checks: ShiftShareSE results


Reference manual: ShiftShareSE.pdf
Vignettes: ShiftShareSE


Package source: ShiftShareSE_1.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): ShiftShareSE_1.1.0.tgz, r-oldrel (arm64): ShiftShareSE_1.1.0.tgz, r-release (x86_64): ShiftShareSE_1.1.0.tgz, r-oldrel (x86_64): ShiftShareSE_1.1.0.tgz
Old sources: ShiftShareSE archive


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