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ShiftShareSE (version 1.1.0)

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 Ado, Kolesr, and Morales (2019) .

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Install

install.packages('ShiftShareSE')

Monthly Downloads

216

Version

1.1.0

License

GPL-3

Issues

0

Pull Requests

0

Stars

21

Forks

9

Maintainer

Michal Koles<c3><a1>r

Last Published

April 24th, 2022

Functions in ShiftShareSE (1.1.0)

reg_ss.fit

Inference in a shift-share regression
ivreg_ss.fit

Inference in an IV regression with a shift-share instrument
ADH

Dataset from Autor, Dorn and Hanson (2013)
ivreg_ss

Inference in an IV regression with a shift-share instrument
reg_ss

Inference in linear regression with a shift-share regressor