Package: synthReturn 1.0.1

David H Kreitmeir

synthReturn: Synthetic Matching Method for Returns

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.

Authors:David H Kreitmeir [aut, cre], Christian Düben [ctb]

synthReturn_1.0.1.tar.gz
synthReturn_1.0.1.zip(r-4.7-any)synthReturn_1.0.1.zip(r-4.6-any)synthReturn_1.0.1.zip(r-4.5-any)
synthReturn_1.0.1.tgz(r-4.6-any)synthReturn_1.0.1.tgz(r-4.5-any)
synthReturn_1.0.1.tar.gz(r-4.7-any)synthReturn_1.0.1.tar.gz(r-4.6-any)
synthReturn_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
synthReturn/json (API)

# Install 'synthReturn' in R:
install.packages('synthReturn', repos = c('https://davidkreitmeir.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/davidkreitmeir/synthreturn/issues

Datasets:

On CRAN:

Conda:

4.08 score 6 stars 2 scripts 317 downloads 1 exports 5 dependencies

Last updated from:2f3a2e1949. Checks:7 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develNOTE147
source / vignettesOK177
linux-releaseNOTE163
macos-releaseNOTE210
macos-oldrelNOTE186
windows-develNOTE88
windows-releaseNOTE94
windows-oldrelNOTE83
wasm-releaseOK99

Exports:synthReturn

Dependencies:corpcordata.tablemirainanonextquadprog