Difference-in-differences with multiple time periods
B Callaway, PHC Sant'Anna - Journal of econometrics, 2021 - Elsevier
In this article, we consider identification, estimation, and inference procedures for treatment
effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods,(ii) …
effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods,(ii) …
Recentered influence functions (RIFs) in Stata: RIF regression and RIF decomposition
F Rios-Avila - The Stata Journal, 2020 - journals.sagepub.com
Recentered influence functions (RIFs) are statistical tools popularized by, Econometrica 77:
953–973) for analyzing unconditional partial effects on quantiles in a regression analysis …
953–973) for analyzing unconditional partial effects on quantiles in a regression analysis …
Inference on counterfactual distributions
Counterfactual distributions are important ingredients for policy analysis and decomposition
analysis in empirical economics. In this article, we develop modeling and inference tools for …
analysis in empirical economics. In this article, we develop modeling and inference tools for …
Universal off-policy evaluation
When faced with sequential decision-making problems, it is often useful to be able to predict
what would happen if decisions were made using a new policy. Those predictions must …
what would happen if decisions were made using a new policy. Those predictions must …
Heterogeneous effects of fiscal rules: The Maastricht fiscal criterion and the counterfactual distribution of government deficits✰
F Caselli, P Wingender - European Economic Review, 2021 - Elsevier
This paper estimates the effect of the Maastricht treaty's fiscal criterion on the distribution of
EU countries' general government deficits. Using a treatment effects approach, we find that …
EU countries' general government deficits. Using a treatment effects approach, we find that …
Quantile treatment effects in difference in differences models with panel data
B Callaway, T Li - Quantitative Economics, 2019 - Wiley Online Library
This paper considers identification and estimation of the Quantile Treatment Effect on the
Treated (QTT) under a straightforward distributional extension of the most commonly …
Treated (QTT) under a straightforward distributional extension of the most commonly …
A general double robustness result for estimating average treatment effects
T Słoczyński, JM Wooldridge - Econometric Theory, 2018 - cambridge.org
In this paper we study doubly robust estimators of various average and quantile treatment
effects under unconfoundedness; we also consider an application to a setting with an …
effects under unconfoundedness; we also consider an application to a setting with an …
[图书][B] Econometric analysis of stochastic dominance: Concepts, methods, tools, and applications
YJ Whang - 2019 - books.google.com
This book offers an up-to-date, comprehensive coverage of stochastic dominance and its
related concepts in a unified framework. A method for ordering probability distributions …
related concepts in a unified framework. A method for ordering probability distributions …
Identification and estimation of distributional impacts of interventions using changes in inequality measures
This paper presents estimators of distributional impacts of interventions when selection to
the program is based on observable characteristics. Distributional impacts are calculated as …
the program is based on observable characteristics. Distributional impacts are calculated as …
Asymptotically efficient estimation of models defined by convex moment inequalities
This paper examines the efficient estimation of partially identified models defined by moment
inequalities that are convex in the parameter of interest. In such a setting, the identified set is …
inequalities that are convex in the parameter of interest. In such a setting, the identified set is …