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.
| 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 + fileLICENSE |
| URL: | https://github.com/davidkreitmeir/synthReturn |
| NeedsCompilation: | no |
| Citation: | synthReturn citation info |
| Materials: | README |
| CRAN checks: | synthReturn results |
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