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IV Quantile Regression for Group-Level Treatments, with an Application to the Distributional Effects of Trade

Chetverikov, Denis - 2015

of group-level unobservables, standard quantile regression techniques are inconsistent in our setting even if the …, consisting of group-by-group quantile regression followed by two-stage least squares. Using the Bahadur representation of …

Persistent link: https://www.econbiz.de/10013025812

On policy evaluation with aggregate time-series instruments

Arkhangelsky, Dmitry; Korovkin, Vasily - 2024

Persistent link: https://www.econbiz.de/10014507747

Local Polynomial Order in Regression Discontinuity Designs

Pei, Zhuan; Lee, David; Card, David; Weber, Andrea - 2021

Treatment effect estimates in regression discontinuity (RD) designs are often sensitive to the choice of bandwidth and … polynomial order, the two important ingredients of widely used local regression methods. While Imbens and Kalyanaraman (2012) and … of the local regression RD estimator as the criterion to guide polynomial order selection. We show in Monte Carlo …

Persistent link: https://www.econbiz.de/10013312317

Pre-Event Trends in the Panel Event-Study Design

Freyaldenhoven, Simon - 2018

We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to the policy variable of interest. We provide sufficient conditions to identify the causal effect of the policy by exploiting covariates related to the policy only through the...

Persistent link: https://www.econbiz.de/10012920350

Non-random exposure to exogenous shocks : theory and applications

Borusyak, Kirill; Hull, Peter - 2020

Persistent link: https://www.econbiz.de/10012306198

Estimating and Testing Models with Many Treatment Levels and Limited Instruments

Lochner, Lance - 2011

Many empirical microeconomic studies estimate econometric models that assume a single finite-valued discrete endogenous regressor (for example: different levels of schooling), exogenous regressors that are additively separable and enter the equation linearly; and coefficients (including per-unit...

Persistent link: https://www.econbiz.de/10013125173

Instrumental Variables and Causal Mechanisms : Unpacking the Effect of Trade on Workers and Voters

Dippel, Christian - 2017

Instrumental variables (IV) are a common means to identify treatment effects. But standard IV methods do not allow us to unpack the complex treatment effects that arise when a treatment and its outcome together cause a second outcome of interest. For example, IV methods have been used to show...

Persistent link: https://www.econbiz.de/10012960515

Local Instruments, Global Extrapolation : External Validity of the Labor Supply-Fertility Local Average Treatment Effect

Bisbee, James - 2015

We investigate whether local average treatment effects (LATE's) can be extrapolated to new settings. We extend the analysis and framework of Dehejia, Pop-Eleches, and Samii (2015), which examines the external validity of the Angrist-Evans (1998) reduced-form natural experiment of having two...

Persistent link: https://www.econbiz.de/10013013180

The Economics of Exclusion Restrictions in IV Models

Jones, Damon - 2015

We explore a key underlying assumption, the exclusion restriction, commonly used in interpreting IV estimates in the presence of heterogenous treatment effects as a local average treatment effect (LATE). We show through a series of simple examples that in some commonly featured cases that this...

Persistent link: https://www.econbiz.de/10013018725

Estimating the Impacts of Program Benefits : Using Instrumental Variables with Underreported and Imputed Data

Stephens, Melvin - 2015

Survey non-response has risen in recent years which has increased the share of imputed and underreported values found on commonly used datasets. While this trend has been well-documented for earnings, the growth in non-response to government transfers questions has received far less attention....

Persistent link: https://www.econbiz.de/10013021468