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This paper aims to partially identify the distributional treatment effects (DTEs) that depend on the unknown joint distribution of treated and untreated potential outcomes. We construct the DTE bounds using panel data and allow individuals…

Econometrics · Economics 2024-11-08 Heshani Madigasekara , D. S. Poskitt , Lina Zhang , Xueyan Zhao

Performing causal inference in observational studies requires we assume confounding variables are correctly adjusted for. G-computation methods are often used in these scenarios, with several recent proposals using Bayesian versions of…

Methodology · Statistics 2021-10-25 Daniel Daly-Grafstein , Paul Gustafson

The average treatment effect (ATE), the mean difference in potential outcomes under treatment and control, is a canonical causal effect. Overlap, which says that all subjects have non-zero probability of either treatment status, is…

Methodology · Statistics 2026-05-14 Herbert P. Susmann , Alec McClean , Iván Díaz

In nonlinear panel data models, fixed effects methods are often criticized because they cannot identify average marginal effects (AMEs) in short panels. The common argument is that identifying AMEs requires knowledge of the distribution of…

Econometrics · Economics 2024-07-08 Victor Aguirregabiria , Jesus M. Carro

We present a novel extension of the influential changes-in-changes (CiC) framework of Athey and Imbens (2006) for estimating the average treatment effect on the treated (ATT) and distributional causal effects in panel data with unmeasured…

Methodology · Statistics 2025-08-20 Jinghao Sun , Eric J. Tchetgen Tchetgen

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…

Econometrics · Economics 2018-03-29 Iván Fernández-Val , Martin Weidner

A new matching method is proposed for the estimation of the average treatment effect of social policy interventions (e.g., training programs or health care measures). Given an outcome variable, a treatment and a set of pre-treatment…

Statistics Theory · Mathematics 2007-06-13 Stefano Iacus , Giuseppe Porro

Policy evaluation in empirical microeconomics has been focusing on estimating the average treatment effect and more recently the heterogeneous treatment effects, often relying on the unconfoundedness assumption. We propose a method based on…

Econometrics · Economics 2023-06-06 Wei Tian

This paper extends the identification results in Nevo and Rosen (2012) to nonparametric models. We derive nonparametric bounds on the average treatment effect when an imperfect instrument is available. As in Nevo and Rosen (2012), we assume…

Econometrics · Economics 2021-10-01 Kyunghoon Ban , Désiré Kédagni

This paper focuses on estimating the coefficients and average partial effects of observed regressors in nonlinear panel data models with interactive fixed effects, using the common correlated effects (CCE) framework. The proposed two-step…

Econometrics · Economics 2023-04-27 Liang Chen , Minyuan Zhang

We study a continuous treatment effect model in the presence of treatment spillovers through social networks. We assume that one's outcome is affected not only by his/her own treatment but also by a (weighted) average of his/her neighbors'…

Econometrics · Economics 2023-01-12 Tadao Hoshino

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

We present new results on average causal effects in settings with unmeasured exposure-outcome confounding. Our results are motivated by a class of estimands, e.g., frequently of interest in medicine and public health, that are currently not…

Methodology · Statistics 2023-12-25 Lan Wen , Aaron L. Sarvet , Mats J. Stensrud

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

Methodology · Statistics 2023-09-13 Chan Park , Hyunseung Kang

In this paper we study methods for estimating causal effects in settings with panel data, where some units are exposed to a treatment during some periods and the goal is estimating counterfactual (untreated) outcomes for the treated…

Statistics Theory · Mathematics 2022-04-22 Susan Athey , Mohsen Bayati , Nikolay Doudchenko , Guido Imbens , Khashayar Khosravi

We study the identification and estimation of long-term treatment effects when both experimental and observational data are available. Since the long-term outcome is observed only after a long delay, it is not measured in the experimental…

Methodology · Statistics 2024-09-04 Guido Imbens , Nathan Kallus , Xiaojie Mao , Yuhao Wang

From personalised medicine to targeted advertising, it is an inherent task to provide a sequence of decisions with historical covariates and outcome data. This requires understanding of both the dynamics and heterogeneity of treatment…

Methodology · Statistics 2022-06-22 Oscar Hernan Madrid Padilla , Yi Yu

Recently, conditional average treatment effect (CATE) estimation has been attracting much attention due to its importance in various fields such as statistics, social and biomedical sciences. This study proposes a partially linear…

Methodology · Statistics 2022-01-31 Shunsuke Horii

Principal stratification (PS) is a commonly used approach for understanding the mechanisms through which a treatment affects an outcome. The goal of this work is to extend the PS framework to studies with continuous treatments, which…

Methodology · Statistics 2025-05-20 Joseph Antonelli , Minxuan Wu , Fabrizia Mealli , Brenden Beck , Alessandra Mattei

We study nonparametric estimation for the partially conditional average treatment effect, defined as the treatment effect function over an interested subset of confounders. We propose a hybrid kernel weighting estimator where the weights…

Methodology · Statistics 2021-03-08 Jiayi Wang , Raymond K. W. Wong , Shu Yang , Kwun Chuen Gary Chan
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