Multivariate Synthetic Control Method Using Time Series
Compare MSCMT estimation results
Difference-in-difference estimator based on SCM
Plotting Results of mscmt with ggplot2
Check (and Improve) Results of Package Synth
Convert Long Format to List Format
Multivariate SCM Using Time Series
Multivariate Synthetic Control Method Using Time Series
Plotting Results of MSCMT
Post-pre-(r)mspe-ratios for placebo studies
Printing Results of MSCMT
P-values for placebo studies
Three generalizations of the synthetic control method (which has already an implementation in package 'Synth') are implemented: first, 'MSCMT' allows for using multiple outcome variables, second, time series can be supplied as economic predictors, and third, a well-defined cross-validation approach can be used. Much effort has been taken to make the implementation as stable as possible (including edge cases) without losing computational efficiency. A detailed description of the main algorithms is given in Becker and Klößner (2018) <doi:10.1016/j.ecosta.2017.08.002>.