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Implements the revised Synthetic Matching Algorithm of Kreitmeir, Lane, and Raschky (2025) <doi:10.2139/ssrn.3751162>, building on the original approach of Acemoglu, Johnson, Kermani, Kwak, and Mitton (2016) <doi:10.1016/j.jfineco.2015.10.001>, to estimate the cumulative treatment effect of an event on treated firms’ stock returns.
| Version: | 1.0.0 |
| Depends: | R (≥ 4.0) |
| Imports: | base (≥ 4.0.0), stats, utils, corpcor (≥ 1.6.10), data.table, quadprog (≥ 1.5), parallel, mirai |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2025-09-08 |
| DOI: | 10.32614/CRAN.package.synthReturn |
| Author: | David H Kreitmeir [aut, cre], Christian Düben [ctb] |
| Maintainer: | David H Kreitmeir <david.kreitmeir1 at monash.edu> |
| BugReports: | https://github.com/davidkreitmeir/synthReturn/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/davidkreitmeir/synthReturn |
| NeedsCompilation: | no |
| Citation: | synthReturn citation info |
| Materials: | README |
| CRAN checks: | synthReturn results |
| Reference manual: | synthReturn.html , synthReturn.pdf |
| Package source: | synthReturn_1.0.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): synthReturn_1.0.0.tgz, r-oldrel (arm64): synthReturn_1.0.0.tgz, r-release (x86_64): synthReturn_1.0.0.tgz, r-oldrel (x86_64): synthReturn_1.0.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.