REG_SS
with Rodrigo Adão, Michal Kolesár, and Eduardo Morales
REG_SS is a Stata module that 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
with Rodrigo Adão, Michal Kolesár, and Eduardo Morales
IVREG_SS is a Stata module that 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).