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One of the perceived advantages of difference-in-differences (DiD) methods is that they do not explicitly restrict how units select into treatment. However, when justifying DiD, researchers often argue that the treatment is "quasi-randomly" assigned. We investigate what selection mechanisms are...
Persistent link: https://www.econbiz.de/10013362377
This paper proposes a new class of nonparametric tests for the correct specification of generalized propensity score models. The test procedure is based on two different projection arguments, which lead to test statistics with several appealing properties. They accommodate high-dimensional...
Persistent link: https://www.econbiz.de/10012838282
This paper proposes new nonparametric diagnostic tools to assess the asymptotic validity of different treatment effects estimators that rely on the correct specification of the propensity score. We derive a particular restriction relating the propensity score distribution of treated and control...
Persistent link: https://www.econbiz.de/10012902642
This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by making the underlying covariate distribution of different...
Persistent link: https://www.econbiz.de/10012851228
We provide a better understanding of the causal structure in a multivariate time series by introducing a novel statistical procedure for testing indirect and spurious causal effects. In practice, detecting these effects is a complicated task, since the auxiliary variables that transmit/induce...
Persistent link: https://www.econbiz.de/10012963266
This paper investigates the estimation and inference of spatial panel data models in which the regression coefficient vector is a trending function. We use time differences to eliminate the individual effects and employ GMM estimations for regression coefficients with both linear and quadratic...
Persistent link: https://www.econbiz.de/10013292793