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