MSCMT
Multivariate Synthetic Control Method Using Time Series
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.
- Version1.4.0
- R version≥ 3.2.0
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release03/19/2024
Documentation
Team
- Martin Becker
- Karline SoetaertShow author detailsRolesCompiler
- Jack DongarraShow author detailsRolesCopyright holder
- Cleve MolerShow author detailsRolesCopyright holder
- Stefan KlößnerShow author detailsRolesAuthor
- R.J. HansonShow author detailsRolesCopyright holder
- K.H. HaskellShow author detailsRolesCopyright holder
- LAPACK authorsShow author detailsRolesCopyright holder
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- Imports5 packages
- Suggests17 packages