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synthReturn  

Synthetic Matching Method for Returns
View on CRAN: Click here


Download and install synthReturn package within the R console
Install from CRAN:
install.packages("synthReturn")

Install from Github:
library("remotes")
install_github("cran/synthReturn")

Install by package version:
library("remotes")
install_version("synthReturn", "1.0.0")



Attach the package and use:
library("synthReturn")
Maintained by
David H Kreitmeir
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-09-08
Latest Update: 2025-09-08
Description:
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.
How to cite:
David H Kreitmeir (2025). synthReturn: Synthetic Matching Method for Returns. R package version 1.0.0, https://cran.r-project.org/web/packages/synthReturn. Accessed 06 Jun. 2026.
Previous versions and publish date:
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Complete documentation for synthReturn
Functions, R codes and Examples using the synthReturn R package
Full synthReturn package functions and examples
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