In the practice of program evaluation, choosing the covariates and the functional form of the propensity score is an important choice that the researchers make when estimating treatment effects. This paper proposes a data-driven way of averaging the estimators over the candidate specifications...

We estimate the impact of piped water and sewers on property values in mid-19th century Chicago. The cost of sewer construction depends sensitively on imperceptible variation in grade, and such variations in grade delay water and sewer service to part of the city. This delay provides...

We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD‐validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...

In the practice of program evaluation, choosing the covariates and the functional form of the propensity score is an important choice for estimating treatment effects. This paper proposes data-driven model selection and model averaging procedures that address this issue for the propensity score...

In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean norm of a data-dependent vector. Examples that can be cast into this frame include threshold regression models with estimated thresholds and structural break models with estimated...

The goal of many randomized experiments and quasi-experimental studies in economics is to inform policies that aim to raise incomes and reduce economic inequality. A policy maximizing the sum of individual incomes may not be desirable if it magnifies economic inequality and post-treatment...

We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...

In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean norm of a data-dependent vector. Examples that can be cast into this frame include threshold regression models with estimated thresholds, and structural break models with estimated...