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Semiparametric Causality Tests Using the Policy Propensity Score
Angrist, Joshua D.; Kuersteiner, Guido M. - 2021
Time series data are widely used to explore causal relationships, typically in a regression framework with lagged dependent variables. Regression-based causality tests rely on an array of functional form and distributional assumptions for valid causal inference. This paper develops a...
Persistent link: https://www.econbiz.de/10013221886
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Combining Matching and Synthetic Control to Trade Off Biases from Extrapolation and Interpolation
Kellogg, Maxwell - 2020
matching estimators exhibit the opposite behavior: they limit interpolation bias at the potential expense of extrapolation bias …. We propose combining the matching and synthetic control estimators through model averaging to create an estimator called … the SC, matching, MASC and penalized SC estimators do (and do not) perform well. Then, we use the MASC re-examine the …
Persistent link: https://www.econbiz.de/10012844744
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Matching Methods in Practice : Three Examples
Imbens, Guido W. - 2014
selection--on--observables type assumptions using matching or propensity score methods. Much of this literature is highly …
Persistent link: https://www.econbiz.de/10013057405
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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
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Implementing Causality Tests with Panel Data, with an Example from Localpublic Finance
Holtz-Eakin, Douglas; Newey, Whitney K.; Rosen, Harvey S. - 2021
This paper considers estimation and testing of vector autoregression coefficients in panel data, and applies the techniques to analyze the dynamic properties of revenues, expenditures, and grants in a sample of United States municipalities. The model allows for nonstationary individual effects,...
Persistent link: https://www.econbiz.de/10013246527
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Complementarity and Aggregate Implications of Assortative Matching : A Nonparametric Analysis
Graham, Bryan S. - 2010
, potentially complementary, input fixed. We introduce a class of such reallocations -- correlated matching rules -- that includes … the status quo allocation, a random allocation, and both the perfect positive and negative assortative matching …
Persistent link: https://www.econbiz.de/10012757581
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Beyond Cobb-Douglas : Flexibly Estimating Matching Functions with Unobserved Matching Efficiency
Lange, Fabian; Papageorgiou, Theodore - 2022
the empirical literature estimating the matching function, commonly used to map unemployment and vacancies into hires …. First, we show how to non-parametrically identify the matching function. Second, we estimate the matching function allowing … for unobserved matching efficacy, without imposing the usual independence assumption between matching efficiency and …
Persistent link: https://www.econbiz.de/10014099839
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Matrix Completion Methods for Causal Panel Data Models
Athey, Susan - 2018
In this paper we study methods for estimating causal effects in settings with panel data, where a subset of units are exposed to a treatment during a subset of periods, and the goal is estimating counterfactual (untreated) outcomes for the treated unit/period combinations. We develop a class of...
Persistent link: https://www.econbiz.de/10012909860
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Ensemble Methods for Causal Effects in Panel Data Settings
Athey, Susan - 2019
In many prediction problems researchers have found that combinations of prediction methods (“ensembles”) perform better than individual methods. A simple example is random forests, which combines predictions from many regression trees.A striking, and substantially more complex, example is...
Persistent link: https://www.econbiz.de/10012889977
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Innovation and Top Income Inequality
Aghion, Philippe - 2015
In this paper we use cross-state panel data to show a positive and significant correlation between various measures of innovativeness and top income inequality in the United States over the past decades. Two distinct instrumentation strategies suggest that this correlation (partly) reflects a...
Persistent link: https://www.econbiz.de/10013021469