Code

REG SS [Stata Page] [Github]

with Rodrigo Adão, Michal Kolesár, and Eduardo Morales

Reg_ss is a Stata module to computes confidence intervals, standard errors, and p-values in a linear regression in which the regressor of interest has a shift-share structure using procedures from Adão, Kolesár, and Morales (Q.J.E. 2019).

IVREG SS [Stata Page] [Github]

with Rodrigo Adão, Michal Kolesár, and Eduardo Morales

Ivreg_ss is a Stata module to computes confidence intervals, standard errors, and p-values in an IV regression in which the excluded instrumental variable has a shift-share structure using procedures from Adão, Kolesár, and Morales (Q.J.E. 2019).