ShiftShareSE
Inference in Regressions with Shift-Share Structure
v1.1.0
·
Apr 23, 2022
·
GPL-3
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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