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We develop a framework for difference-in-differences designs with staggered treatment adoption and heterogeneous causal effects. We show that conventional regression-based estimators fail to provide unbiased estimates of relevant estimands…

Econometrics · Economics 2024-01-18 Kirill Borusyak , Xavier Jaravel , Jann Spiess

We develop a method to perform model averaging in two-stage linear regression systems subject to endogeneity. Our method extends an existing Gibbs sampler for instrumental variables to incorporate a component of model uncertainty. Direct…

Methodology · Statistics 2012-03-20 Anna Karl , Alex Lenkoski

We provide a justification for why, and when, endogeneity will not cause bias in the interpretation of the coefficients in a regression model. This technique can be a viable alternative to, or even used alongside, the instrumental variable…

General Economics · Economics 2022-03-29 Ravi Kashyap

One of the most intriguing results of single molecule experiments on proteins and nucleic acids is the discovery of functional heterogeneity: the observation that complex cellular machines exhibit multiple, biologically active…

Biomolecules · Quantitative Biology 2022-10-12 Michael Hinczewski , Changbong Hyeon , D. Thirumalai

The causal inference literature has increasingly recognized that explicitly targeting treatment effect heterogeneity can lead to improved scientific understanding and policy recommendations. Towards the same ends, studying the causal…

Methodology · Statistics 2023-03-06 Angela Ting , Antonio R. Linero

Understanding covariate-varying interdependencies among features is of great interest in various applications. Motivated by microbiome studies where microbial abundances and interactions vary with environmental factors, we develop a…

Methodology · Statistics 2026-03-16 Shuangjie Zhang , Michael L. Patnode , Juhee Lee

This paper synthesizes and analyzes some important current and recent contributions to the theory of the firm under uncertainty. In so doing, it examines the production and hedging decisions of the competitive firm under a single source and…

General Finance · Quantitative Finance 2008-12-02 Moawia Alghalith

Investigation of inhomogeneities has wide applications in different areas of mechanics including the study of composite materials. Here, we analytically study an arbitrarily-shaped isotropic inhomogeneity embedded in a finite-sized…

Soft Condensed Matter · Physics 2018-11-20 Ehsan Ban

We study stochastic particle systems made up of heterogeneous units. We introduce a general framework suitable to analytically study this kind of systems and apply it to two particular models of interest in economy and epidemiology. We show…

Soft Condensed Matter · Physics 2013-02-06 Luis F. Lafuerza , Raul Toral

Using a semi-structural approach, the paper identifies how heterogeneity and financial frictions affect the transmission of aggregate shocks. Approximating a heterogeneous agent model around the representative agent allocation can…

General Economics · Economics 2020-07-29 Andreas Tryphonides

Longitudinal data tracking repeated measurements on individuals are highly valued for research because they offer controls for unmeasured individual heterogeneity that might otherwise bias results. Random effects or mixed models approaches,…

Applications · Statistics 2009-09-29 J. R. Lockwood , Daniel F. McCaffrey

Heterogeneity and comorbidity are two interwoven challenges associated with various healthcare problems that greatly hampered research on developing effective treatment and understanding of the underlying neurobiological mechanism. Very few…

Methodology · Statistics 2023-06-27 Richard A Watson , Hengrui Cai , Xinming An , Samuel McLean , Rui Song

This paper studies identification and estimation of a dynamic discrete choice model of demand for differentiated product using consumer-level panel data with few purchase events per consumer (i.e., short panel). Consumers are…

Econometrics · Economics 2022-08-19 Victor Aguirregabiria

This paper examines empirical methods for estimating the response of aggregated electricity demand to high-frequency price signals, the short-term elasticity of electricity demand. We investigate how the endogeneity of prices and the…

Econometrics · Economics 2023-06-23 Silvana Tiedemann , Raffaele Sgarlato , Lion Hirth

A special aspect of parameter identification in finite-strain elasto-plasticity is considered. Namely, we analyze the impact of the measurement errors on the resulting set of material parameters. In order to define the sensitivity of…

Applications · Statistics 2021-03-15 A. V. Shutov , A. A. Kaygorodtseva

Modeling of frictional contacts is crucial for investigating mechanical performances of composite materials under varying service environments. The paper considers a linear elasticity system with strongly heterogeneous coefficients and…

Analysis of PDEs · Mathematics 2023-07-21 Changqing Ye , Eric T. Chung , Junzhi Cui

The main goal of this paper is to define and study new methods for the computation of effective coefficients in the homogenization of divergence-form operators with random coefficients. The methods introduced here are proved to have optimal…

Numerical Analysis · Mathematics 2017-11-01 Jean-Christophe Mourrat

We investigate a toy model of inductive interacting agents aiming to forecast a continuous, exogenous random variable E. Private information on E is spread heterogeneously across agents. Herding turns out to be the preferred forecasting…

Physics and Society · Physics 2015-05-13 S. Gualdi , A. De Martino

Using a well defined soft model glass in the framework of Molecular Dynamics simulations, the inherent structures are probed by means of a recently developed deformation protocol that aims to capture the Dynamical Heterogeneities (DH), as…

Disordered Systems and Neural Networks · Physics 2013-02-15 F. Leonforte

Estimating varying treatment effects in randomized trials with noncompliance is inherently challenging since variation comes from two separate sources: variation in the impact itself and variation in the compliance rate. In this setting,…

Applications · Statistics 2024-08-28 Jared D. Fisher , David W. Puelz , Sameer K. Deshpande
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