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Simple Approaches to Nonlinear Difference-in-Differences with Panel Data

Wooldridge, Jeffrey M. - 2022

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

Treatment evaluation with multiple outcome periods under endogeneity and attrition

Frölich, Markus; Huber, Martin - 2014

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

Quantile Treatment Effects in Difference in Differences Models with Panel Data

Callaway, Brantly - 2019

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

Quantile treatment effects in difference in differences models with panel data

Callaway, Brantly; Li, Tong - In: Quantitative economics : QE ; journal of the … 10 (2019) 4, pp. 1579-1618

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

Discovering What Mattered : Answering Reverse Causal Questions by Detecting Unknown Treatment Assignment and Timing as Breaks in Panel Models

Pretis, Felix; Schwarz, Moritz - 2022

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

Panel Cointegration Testing in the Presence of Linear Time Trends

Hassler, Uwe - 2014

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

Bootstrap Panel Granger-Causality Between Government Spending and Revenue in the EU

Rault, Christophe; Afonso, António - 2009

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

The Political Economy of OECD Gasoline Taxes : Evidence from Pair-Wise, Panel Long-Run Causality Tests

Liddle, Brant; Lung, Sidney - 2015

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

Energy Consumption and GDP Causality : New Evidence from Disaggregated Data and Panel Long-Run Causality Tests of Developed and Developing Countries

Liddle, Brant; Lung, Sidney - 2015

and developing countries grouped in panels by similar characteristics. Panel long-run causality is assessed with a …

Persistent link: https://www.econbiz.de/10014159365

Estimation of Average Treatment Effects Using Panel Data when Treatment Effect Heterogeneity Depends on Unobserved Fixed Effects

Sakaguchi, Shosei - 2019

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