We present Bayesian models for finding the longitudinal causal effects of a randomized two-arm training program when compliance with the randomized assignment is less than perfect in the training arm (but perfect in the non-training arm) for reasons that are potentially correlated with the...

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,...

This paper considers identification and estimation of the Quantile Treatment Effect on the Treated (QTT) under a straightforward distributional extension of the most commonly invoked Mean Difference in Differences assumption used for identifying the Average Treatment Effect on the Treated (ATT)....

This paper considers the problem of estimating treatment effects when there is a large number of potential control units. The paper introduces to the economics literature the idea of polytope volume minimization as a method of estimating a factor model when observed outcomes are assumed to be a...