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) …

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 …

Inference on counterfactual distributions

V Chernozhukov, I Fernández‐Val, B Melly - Econometrica, 2013 - Wiley Online Library
Counterfactual distributions are important ingredients for policy analysis and decomposition
analysis in empirical economics. In this article, we develop modeling and inference tools for …

Universal off-policy evaluation

Y Chandak, S Niekum, B da Silva… - Advances in …, 2021 - proceedings.neurips.cc
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 …

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 …

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 …

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 …

[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 …

Identification and estimation of distributional impacts of interventions using changes in inequality measures

S Firpo, C Pinto - Journal of Applied Econometrics, 2016 - Wiley Online Library
This paper presents estimators of distributional impacts of interventions when selection to
the program is based on observable characteristics. Distributional impacts are calculated as …

Asymptotically efficient estimation of models defined by convex moment inequalities

H Kaido, A Santos - Econometrica, 2014 - Wiley Online Library
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 …