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When one studies the effects of taxes, tariffs, or prices using panel data, the treatment is often continuously distributed in every period. We propose difference-in-differences (DID) estimators for such cases. We assume that between…
Standard instrumental variables (IV) methods identify a Local Average Treatment Effect under monotonicity, which rules out defiers. In many empirical environments, however, distinct instruments may induce heterogeneous and even opposing…
Causal effect estimation for dynamic treatment regimes (DTRs) contributes to sequential decision making. However, censoring and time-dependent confounding under DTRs are challenging as the amount of observational data declines over time due…
Numerous empirical studies employ regression discontinuity designs with multiple cutoffs and heterogeneous treatments. A common practice is to normalize all the cutoffs to zero and estimate one effect. This procedure identifies the average…
The use of the two-way fixed effects regression in empirical social science was historically motivated by folk wisdom that it uncovers the Average Treatment effect on the Treated (ATT) as in the canonical two-period two-group case. This…
The main theme of this paper is error analysis for approximations derived from two variants of dimensional decomposition of a multivariate function: the referential dimensional decomposition (RDD) and analysis-of-variance dimensional…
In this paper, we study difference-in-differences identification and estimation strategies when the parallel trends assumption holds after conditioning on covariates. We consider empirically relevant settings where the covariates can be…
Modern heterogeneity-robust difference-in-differences estimators derive their asymptotic properties under iid, cluster, or fixed-design frameworks that abstract from complex survey sampling, yet practitioners routinely apply them to…
Relative temporal-difference (TD) learning was introduced to mitigate the slow convergence of TD methods when the discount factor approaches one by subtracting a baseline from the temporal-difference update. While this idea has been studied…
It is still common to use Q-learning and temporal difference (TD) learning-even though they have divergence issues and sound Gradient TD alternatives exist-because divergence seems rare and they typically perform well. However, recent work…
In recent decades, event studies have emerged as a central methodology in health and social research for evaluating the causal effects of staggered interventions. In this paper, we analyze event studies from experimental design principles…
This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform…
This article introduces Regression Discontinuity Design (RDD) with Distribution-Valued Outcomes (R3D), extending the standard RDD framework to settings where the outcome is a distribution rather than a scalar. Such settings arise when…
How can we find patterns and anomalies in a tensor, or multi-dimensional array, in an efficient and directly interpretable way? How can we do this in an online environment, where a new tensor arrives each time step? Finding patterns and…
The Regression Discontinuity (RD) design is one of the most widely used non-experimental methods for causal inference and program evaluation. Over the last two decades, statistical and econometric methods for RD analysis have expanded and…
Electronic health records and other sources of observational data are increasingly used for drawing causal inferences. The estimation of a causal effect using these data not meant for research purposes is subject to confounding and…
Difference-in-Differences (DiD) and Synthetic Control (SC) are widely used methods for causal inference in panel data, each with distinct strengths and limitations. We propose a novel method for short-panel causal inference that integrates…
Individualized treatment effect lies at the heart of precision medicine. Interpretable individualized treatment rules (ITRs) are desirable for clinicians or policymakers due to their intuitive appeal and transparency. The gold-standard…
Canonical RD designs yield credible local estimates of the treatment effect at the cutoff under mild continuity assumptions, but they fail to identify treatment effects away from the cutoff without additional assumptions. The fundamental…
Temporal-Difference (TD) learning is a general and very useful tool for estimating the value function of a given policy, which in turn is required to find good policies. Generally speaking, TD learning updates states whenever they are…