Related papers: Recovering latent linkage structures and spillover…
Causal effect estimation in networked systems is central to data-driven decision making. In such settings, interventions on one unit can spill over to others, and in complex physical or social systems, the interaction pathways driving these…
Knowledge spillovers occur when a firm researches a new technology and that technology is adapted or adopted by another firm, resulting in a social value of the technology that is larger than the initially predicted private value. As a…
A novel spatial autoregressive model for panel data is introduced, which incorporates multilayer networks and accounts for time-varying relationships. Moreover, the proposed approach allows the structural variance to evolve smoothly over…
Response times collected in computerised assessments provide information about the underlying response process and may exhibit within-person variation over the course of a test. We propose a latent variable model for log response times that…
This paper studies experimental designs for estimation and inference on policies with spillover effects. Units are organized into a finite number of large clusters and interact in unknown ways within each cluster. First, we introduce a…
When experimental subjects can interact with each other, the outcome of one individual may be affected by the treatment status of others. In many social science experiments, such spillover effects may occur through multiple networks, for…
This paper studies the identification, estimation, and inference of long-term (binary) treatment effect parameters when balanced panel data is not available, or consists of only a subset of the available data. We develop a new estimator:…
This paper develops a difference-in-differences framework for staggered policy adoption when units can be affected by other units' adoption. For each treated cohort and event time, the framework separates the effect of own adoption, the…
This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of time periods is relatively large. We focus on semiparametric models with unobserved individual and time effects, where…
Interference is ubiquitous when conducting causal experiments over networks. Except for certain network structures, causal inference on the network in the presence of interference is difficult due to the entanglement between the treatment…
Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables,…
This paper proposes a correlated random coefficient linear panel data model, where regressors can be correlated with time-varying and individual-specific random coefficients through both a fixed effect and a time-varying random shock. I…
Many public health interventions are conducted in settings where individuals are connected to one another and the intervention assigned to randomly selected individuals may spill over to other individuals they are connected to. In these…
Many rare diseases offer limited established treatment options, leading patients to switch therapies when new medications emerge. To analyze the impact of such treatment switches within the low sample size limitations of rare disease…
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…
Point process modeling is gaining increasing attention, as point process type data are emerging in numerous scientific applications. In this article, motivated by a neuronal spike trains study, we propose a novel point process regression…
Two-stage randomized experiments are becoming an increasingly popular experimental design for causal inference when the outcome of one unit may be affected by the treatment assignments of other units in the same cluster. In this paper, we…
We investigate the significance of change-points within fully nonparametric regression contexts, with a particular focus on panel data where data generation processes vary across units, and error terms may display complex dependency…
This paper proposes a method for estimating multiple change points in panel data models with unobserved individual effects via ordinary least-squares (OLS). Typically, in this setting, the OLS slope estimators are inconsistent due to the…
In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…