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Related papers: Identification of Peer Effects using Panel Data

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This paper introduces unit-specific heterogeneity in panel data threshold regression. We develop the asymptotic theory for models with heterogeneous thresholds, heterogeneous slope coefficients, and interactive fixed effects. The estimation…

Econometrics · Economics 2026-01-27 Marco Barassi , Yiannis Karavias , Chongxian Zhu

I introduce heterogeneity into the analysis of peer effects that arise from conformity, allowing the strength of the taste for conformity to vary across agents' actions. Using a structural model based on a simultaneous network game with…

Econometrics · Economics 2025-12-01 Mathieu Lambotte

Cancer treatment outcomes are influenced not only by clinical and demographic factors but also by the collaboration of healthcare teams. However, prior work has largely overlooked the potential role of human collaboration in shaping patient…

Social and Information Networks · Computer Science 2025-12-04 Hsiao-Ying Lu , Kwan-Liu Ma

Nonseparable panel models are important in a variety of economic settings, including discrete choice. This paper gives identification and estimation results for nonseparable models under time homogeneity conditions that are like "time is…

Methodology · Statistics 2018-01-08 Victor Chernozhukov , Ivan Fernandez-Val , Jinyong Hahn , Whitney Newey

We study a new model where the potential outcomes, corresponding to the values of a (possibly continuous) treatment, are linked through common factors. The factors can be estimated using a panel of regressors. We propose a procedure to…

Econometrics · Economics 2024-01-09 Jad Beyhum

This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…

Methodology · Statistics 2024-06-05 Meijia Wang , Ignacio Martinez , P. Richard Hahn

We propose a method of estimating the linear-in-means model of peer effects in which the peer group, defined by a social network, is endogenous in the outcome equation for peer effects. Endogeneity is due to unobservable individual…

Econometrics · Economics 2019-08-01 Ida Johnsson , Hyungsik Roger Moon

This paper develops new techniques to bound distributional treatment effect parameters that depend on the joint distribution of potential outcomes -- an object not identified by standard identifying assumptions such as selection on…

Econometrics · Economics 2020-08-20 Brantly Callaway

The past 20 years have brought fundamental advances in modeling unobserved heterogeneity in panel data. Interactive Fixed Effects (IFE) proved to be a foundational framework, generalizing the standard one-way and two-way fixed effects…

Econometrics · Economics 2025-10-15 Jan Ditzen , Yiannis Karavias

In this paper, we propose a new approach to causal inference with panel data. Instead of using panel data to adjust for differences in the distribution of unobserved heterogeneity between the treated and comparison groups, we instead use…

Econometrics · Economics 2025-12-01 Brantly Callaway , Derek Dyal , Pedro H. C. Sant'Anna , Emmanuel S. Tsyawo

Scientists have been interested in estimating causal peer effects to understand how people's behaviors are affected by their network peers. However, it is well known that identification and estimation of causal peer effects are challenging…

Methodology · Statistics 2021-09-07 Naoki Egami , Eric J. Tchetgen Tchetgen

In discrete choice panel data, estimation of average effects is crucial for quantifying the effect of covariates, and for policy evaluation and counterfactual analysis. However, in short panels with individual-specific effects, challenges…

Econometrics · Economics 2026-01-27 Cavit Pakel , Martin Weidner

This paper considers a linear panel model with interactive fixed effects and unobserved individual and time heterogeneities that are captured by some latent group structures and an unknown structural break, respectively. To enhance realism…

Econometrics · Economics 2023-08-01 Yiren Wang , Peter C B Phillips , Liangjun Su

Many popular estimation methods in panel data rely on the assumption that the covariates of interest are strictly exogenous. However, this assumption is empirically restrictive in a wide range of settings. In this paper I argue that…

Econometrics · Economics 2025-12-22 Stephane Bonhomme

This paper considers the identification of dynamic treatment effects with panel data, in complex designs where the treatment may not be binary and may not be absorbing. We first show that under no-anticipation and parallel-trends…

Econometrics · Economics 2025-12-23 Clément de Chaisemartin , Xavier D'Haultfœuille

Understanding treatment heterogeneity is essential to the development of precision medicine, which seeks to tailor medical treatments to subgroups of patients with similar characteristics. One of the challenges to achieve this goal is that…

Methodology · Statistics 2019-08-21 Shujie Ma , Jian Huang , Zhiwei Zhang , Mingming Liu

Panel data analysis is an important topic in statistics and econometrics. Traditionally, in panel data analysis, all individuals are assumed to share the same unknown parameters, e.g. the same coefficients of covariates when the linear…

Statistics Theory · Mathematics 2017-06-09 Heng Lian , Xinghao Qiao , Wenyang Zhang

In this survey we discuss the recent causal panel data literature. This recent literature has focused on credibly estimating causal effects of binary interventions in settings with longitudinal data, emphasizing practical advice for…

Econometrics · Economics 2024-06-26 Dmitry Arkhangelsky , Guido Imbens

This paper develops a peer effect model for count responses under rational expectations. The model accounts for heterogeneity in peer effects across groups based on observed characteristics. Identification is based on the linear model…

Econometrics · Economics 2026-02-04 Aristide Houndetoungan

This study proposes a novel functional vector autoregressive framework for analyzing network interactions of functional outcomes in panel data settings. In this framework, an individual's outcome function is influenced by the outcomes of…

Methodology · Statistics 2026-02-27 Tomohiro Ando , Tadao Hoshino