Any synthetic control libraries in julia?


#1

Is anyone doing anything related to synthetic controls in julia? Like the Synth package for R and Stata?

It would be great to see some of the implementations and work done in that space.


#2

@BenjaminBorn has recent work on synthetic controls for macro effects of Brexit and is an avid Julia user, but not sure whether he used his in case?

If there’s nothing I’d be tempted to start something myself actually…


#3

I have to confess that we used Matlab for our Brexit study. I haven’t seen any Synthetic Control Method Julia packages but it shouldn’t be too hard to implement. In the end, the method boils down to a simple minimization problem.


#4

Heresy! I’ve now started something here to spur myself on, as I had been planning to code up a synthetic control in Julia for a while…


#5

I have plans to implement it as part of TreatmentEffects.jl by the summer.