r-ShiftShareSE

Description

Inference in Regressions with Shift-Share Structure.

Description

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>.

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Version

1.1.0

License

Unknown

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none

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Platforms75 (75)

Platforms (75)