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We study two-way-fixed-effects regressions (TWFE) with several treatment variables. Under a parallel trends assumption, we show that the coefficient on each treatment identifies a weighted sum of that treatment's effect, with possibly negative weights, plus a weighted sum of the effects of the...
Persistent link: https://www.econbiz.de/10013435126
This paper formulates an econometric framework for studying the impact of interventions on discrete outcomes when responses to treatment vary among observationally identical persons. Using a latent variable model that can be linked to well-posed economic models, we show how to define and...
Persistent link: https://www.econbiz.de/10012470872
and canonical DiD settings) but not otherwise. Second, estimation in reverse also recovers the ATT if the potential …
Persistent link: https://www.econbiz.de/10014247985
demand assumptions. In contrast to dynamic panel methods, our proposed estimator can be implemented on very short panels …
Persistent link: https://www.econbiz.de/10014635688
This survey discusses the recent causal panel data literature. This recent literature has focused on credibly …
Persistent link: https://www.econbiz.de/10014447263
panel data. These models incorporate unobserved, time-varying, individual heterogeneity, which may be correlated with the … regressors. Estimation is based on an approximation of the nonseparable model by a linear sieve specification with individual …
Persistent link: https://www.econbiz.de/10015194971
This paper proposes a method to estimate treatment effects in difference-in-differences designs in which the treatment start is staggered over time and treatment effects are heterogeneous by group, time, and covariates, and when the data are repeated cross-sections. We show that a...
Persistent link: https://www.econbiz.de/10015094868
assumptions, and discuss tradeoffs associated with choices researchers must make for estimation. We demonstrate concepts and best …
Persistent link: https://www.econbiz.de/10014528388
Recent work shows that popular partially-linear regression specifications can put negative weights on some treatment effects, potentially producing incorrectly-signed estimands. We counter by showing that negative weights are no problem in design-based specifications, in which low-dimensional...
Persistent link: https://www.econbiz.de/10014468217
Matching estimators are widely used for the evaluation of programs or treatments. Often researchers use bootstrapping methods for inference. However, no formal justification for the use of the bootstrap has been provided. Here we show that the bootstrap is in general not valid, even in the...
Persistent link: https://www.econbiz.de/10012466349