ShiftShareSE1.1.0 package

Inference in Regressions with Shift-Share Structure

reg_ss

Inference in linear regression with a shift-share regressor

ivreg_ss.fit

Inference in an IV regression with a shift-share instrument

ivreg_ss

Inference in an IV regression with a shift-share instrument

reg_ss.fit

Inference in a shift-share regression

Download source packageRead PDF manual

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>.

  • Maintainer: Michal Kolesár
  • License: GPL-3
  • Last published: 2022-04-24

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