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Difference-in-differences methods in public finance
St. Clair, Travis; Cook, Thomas D. - In: National tax journal 68 (2015) 2, pp. 319-338
Persistent link: https://www.econbiz.de/10011404280
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COVID-19 vaccination mandates and vaccine uptake
Karajvanov, Alexander K.; Kim, Dongwoo; Lu, Shih En; … - 2021
Persistent link: https://www.econbiz.de/10012649390
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COVID-19 vaccination mandates and vaccine uptake
Karajvanov, Alexander K.; Kim, Dongwoo; Lu, Shih En; … - 2021
We evaluate the impact of government mandated proof of vaccination requirements for access to public venues and non-essential businesses on COVID-19 vaccine uptake. We find that the announcement of a mandate is associated with a rapid and significant surge in new vaccinations (more than 60%...
Persistent link: https://www.econbiz.de/10012795392
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Alternative diff-in-diffs estimators with several pretreatment periods
Mora Villarrubia, Ricardo; Reggio, Iliana - In: Econometric reviews 38 (2019) 5, pp. 465-486
Persistent link: https://www.econbiz.de/10012181322
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Did the S.A.R.S. epidemic weaken the integration of Asian stock markets? : evidence from smooth time-varying cointegration analysis
Chen, Mei-Ping; Lee, Chien-chiang; Lin, Yu-Hui; Chen, Wen-Yi - In: Economic research 31 (2018) 1,1, pp. 908-926
Persistent link: https://www.econbiz.de/10012488685
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Selection and parallel trends
Ghanem, Dalia; Sant'Anna, Pedro H. C.; Wüthrich, Kaspar - 2022
literature on nonparametric identification in panel models. …
Persistent link: https://www.econbiz.de/10013362377
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What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan; Sant'Anna, Pedro H. C.; Bilinski, Alyssa; … - In: Journal of econometrics 235 (2023) 2, pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
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A more credible approach to parallel trends
Rambachan, Ashesh; Roth, Jonathan - In: The review of economic studies : RES 90 (2023) 5, pp. 2555-2591
Persistent link: https://www.econbiz.de/10014392027
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The Euro-Dollar exchange rate : is it fundamental?
Camarero Olivas, Mariam; Ordóñez, Javier; Tamarit … - 2002
-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus …
Persistent link: https://www.econbiz.de/10011538958
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Jump factor models in large cross‐sections
Li, Jia; Todorov, Viktor; Tauchen, George Eugene - In: Quantitative economics : QE ; journal of the … 10 (2019) 2, pp. 419-456
of factor jumps. Such jump dependence is implied by standard linear factor models. Our inference is based on a panel of … restriction on the relative magnitude of these two dimensions of the panel. The test is formed from the high‐frequency returns at …
Persistent link: https://www.econbiz.de/10012042424