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I derive simple, flexible strategies for difference-in-differences settings where the nature of the response variable may warrant a nonlinear model. In addition to covering the case of common treatment timing, I allow for staggered interventions, with and without covariates. Under an index...
Persistent link: https://www.econbiz.de/10014079099
This paper develops a nonparametric methodology for treatment evaluation with multiple outcome periods under treatment endogeneity and missing outcomes. We use instrumental variables, pre-treatment characteristics, and short-term (or intermediate) outcomes to identify the average treatment...
Persistent link: https://www.econbiz.de/10010249397
Assumption that says that the missing dependence is constant over time. Under this assumption and when panel data is available …
Persistent link: https://www.econbiz.de/10012901429
Assumption that says that the missing dependence is constant over time. Under this assumption and when panel data is available …
Persistent link: https://www.econbiz.de/10012202873
breaks in fixed effects panel models. We show that conventional treatment evaluation of known interventions in a two …-way fixed effects panel (often interpreted as difference-in-differences) is equivalent to allowing for heterogeneous structural … panel models can be readily implemented using our open-source R-package `gets' with the `getspanel' update or using the …
Persistent link: https://www.econbiz.de/10013306974
We consider a class of panel tests covering tests for the null hypothesis of no cointegration as well as cointegration … intercept only" are not correct. It is demonstrated that their usage results in size distortions growing with the panel size N …
Persistent link: https://www.econbiz.de/10013043027
Using bootstrap panel analysis, allowing for cross-country correlation, without the need of pre-testing for unit roots …
Persistent link: https://www.econbiz.de/10014202784
countries by using OECD panel data and employing panel cointegration and long-run panel Granger-causality techniques. We confirm …
Persistent link: https://www.econbiz.de/10014159360
and developing countries grouped in panels by similar characteristics. Panel long-run causality is assessed with a …
Persistent link: https://www.econbiz.de/10014159365
This paper proposes a new panel data approach to identify and estimate the time-varying average treatment effect (ATE … type of heterogeneity, existing panel data approaches identify the ATE for limited subpopulations only. In contrast, the …
Persistent link: https://www.econbiz.de/10014104396