Description
Synthetic Control Changes-in-Changes Estimator.
Description
Implements the Changes-in-Changes (CIC) estimator of Athey and Imbens (2006) <doi:10.1111/j.1468-0262.2006.00668.x> combined with synthetic control methods. Provides both the continuous CIC estimator (Theorem 3.1) and the discrete CIC estimator (Theorem 4.1) for integer-valued outcomes, with analytic and bootstrap inference. Also provides nonparametric estimation of the entire counterfactual distribution of outcomes for a treated group, allowing evaluation of average, quantile, and distributional treatment effects. Synthetic control weights are constructed via elastic net regularization to handle settings with many potential control units.