Related papers: Difference-in-Differences Meets Synthetic Control:…
We provide new results for nonparametric identification, estimation, and inference of causal effects using `proxy controls': observables that are noisy but informative proxies for unobserved confounding factors. Our analysis applies to…
This paper studies identification and estimation of the average treatment effect on the treated (ATT) in difference-in-difference (DID) designs when the variable that classifies individuals into treatment and control groups (treatment…
A common approach to constructing a Synthetic Control unit is to fit on the outcome variable and covariates in pre-treatment time periods, but it has been shown by Ferman and Pinto (2019) that this approach does not provide asymptotic…
The synthetic control method (SCM) allows estimating the causal effect of an intervention in settings where panel data on a small number of treated and control units are available. We show that the existing SCM, as well as its extensions,…
This paper provides estimation and inference methods for a conditional average treatment effects (CATE) characterized by a high-dimensional parameter in both homogeneous cross-sectional and unit-heterogeneous dynamic panel data settings. In…
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…
This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatment, and employs repeated cross-sections. It requires an…
In economic program evaluation, it is common to obtain panel data in which outcomes are indicators that an individual has reached an absorbing state. For example, they may indicate whether an individual has exited a period of unemployment,…
This paper proposes a framework that incorporates the two-way fixed effects model as a special case to conduct causal inference with a continuous treatment. Treatments are allowed to change over time and potential outcomes are dependent on…
Applied analysts often use the differences-in-differences (DID) method to estimate the causal effect of policy interventions with observational data. The method is widely used, as the required before and after comparison of a treated and…
The stable unit treatment value (SUTVA) is a crucial assumption in the Difference-in-Differences (DiD) research design. It rules out hidden versions of treatment and any sort of interference and spillover effects across units. Even if this…
Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…
This paper explores the use of a fuzzy regression discontinuity design where multiple treatments are applied at the threshold. The identification results show that, under the very strong assumption that the change in the probability of…
The synthetic control (SC) framework is widely used for observational causal inference with time-series panel data. SC has been successful in diverse applications, but existing methods typically treat the ordering of pre-intervention time…
The difference-in-differences (DID) design is widely used in observational studies to estimate the causal effect of a treatment when repeated observations over time are available. Yet, almost all existing methods assume linearity in the…
We propose a practical and robust method for making inferences on average treatment effects estimated by synthetic controls. We develop a $K$-fold cross-fitting procedure for bias correction. To avoid the difficult estimation of the…
The present paper proposes a new treatment effects estimator that is valid when the number of time periods is small, and the parallel trends condition holds conditional on covariates and unobserved heterogeneity in the form of interactive…
Staggered adoption of policies by different units at different times creates promising opportunities for observational causal inference. Estimation remains challenging, however, and common regression methods can give misleading results. A…
We present a robust generalization of the synthetic control method for comparative case studies. Like the classical method, we present an algorithm to estimate the unobservable counterfactual of a treatment unit. A distinguishing feature of…
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…