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Synthetic difference-in-differences estimation

Clarke, Damian; Pailañir, Daniel; Athey, Susan; … - 2023

In this paper, we describe a computational implementation of the Synthetic difference-in-differences (SDID) estimator of Arkhangelsky et al. (2021) for Stata. Synthetic difference-in-differences can be used in a wide class of circumstances where treatment effects on some particular policy or...

Persistent link: https://www.econbiz.de/10013540490

Empirical Likelihood Confidence Interval for Difference-in-Differences Estimator with Panel Data 1 a B,†

TANG, Shengfang; HUANG, Zhilin - 2022

In this paper, a new empirical likelihood approach is developed to construct the confidence interval for the average treatment effect on the treated under the difference-in-differences framework. The empirical likelihood function is constructed based on a doubly robust moment function of the...

Persistent link: https://www.econbiz.de/10013312054

Robust estimation and inference in panels with interactive fixed effects

Armstrong, Timothy B.; Weidner, Martin; Zeleneev, Andrei - 2023

We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e., with a factor structure). We show that previously developed estimators and confidence intervals (CIs) might be heavily biased and size-distorted when some of the factors are weak. We...

Persistent link: https://www.econbiz.de/10014312069

Likelihood-based inference for dynamic panel data models

Ahn, Seung Chan; Thomas, Gareth M. - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2859-2909

Persistent link: https://www.econbiz.de/10014329016

Demystifying Causal Inference : Public Policy Applications with R

Dayal, Vikram; Murugesan, Anand - 2023

-- Experiments -- Matching -- Instrumental Variables -- Regression Discontinuity Design -- Panel Data and fixed effects -- Difference …, matching, panel data, difference-in-differences, regression discontinuity design, instrumental variables and meta …

Persistent link: https://www.econbiz.de/10014375030

Spatial correlation robust inference in linear regression and panel models

Müller, Ulrich K.; Watson, Mark W. - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1050-1064

Persistent link: https://www.econbiz.de/10014448548

A unified framework for dynamic treatment effect estimation in interactive fixed effect models

Brown, Nicholas; Butts, Kyle - 2022

We present a unifying identification strategy of dynamic average treatment effect parameters for staggered interventions when parallel trends are valid only after controlling for interactive fixed effects. This setting nests the usual parallel trends assumption, but allows treated units to have...

Persistent link: https://www.econbiz.de/10013556783

Fixed effects and causal inference

Millimet, Daniel L.; Bellemare, Marc F. - 2023

Across many disciplines, the fixed effects estimator of linear panel data models is the default method to estimate … panel. We consider several alternatives to the fixed effects estimator with T > 2 when relevant unit-specific heterogeneity … results from multiple linear panel data estimators in applied research. …

Persistent link: https://www.econbiz.de/10014286978

Dynamic treatment effect estimation with interactive fixed effects and short panels

Butts, Kyle - 2023

Persistent link: https://www.econbiz.de/10014531197

Statistical Inference for Panel Dynamic Simultaneous Equations Models

Hsiao, Cheng - 2015

We study the identification and estimation of panel dynamic simultaneous equations models. We show that the presence of …-section dimension, N, or the time series dimension, T, goes to infinity. We propose three limited information estimator: panel simple … instrumental variables (PIV), panel generalized two stage least squares (PG2SLS), and panel limited information maximum likelihood …

Persistent link: https://www.econbiz.de/10013028736