Empirical likelihood confidence interval for difference-in-differences estimator with panel data

DOI10.1016/J.ECONLET.2022.110524MaRDI QIDQ2158657zbMATH OpenOpenAlexFDO

Authors Shengfang Tang, Zhilin Huang

Publication date 26 July 2022

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2022.110524

zbMATH Keywords

confidence intervaldifference-in-differencesempirical likelihoodaverage treatment effect on the treated

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Empirical-Likelihood-Based Difference-in-Differences Estimators
• Empirical likelihood based inference for fixed effects varying coefficient panel data models
• Empirical likelihood inference for partially linear panel data models with fixed effects
• Exact tests and confidence intervals in panel models
• First difference maximum likelihood and dynamic panel estimation
• Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation
• Empirical likelihood based inference for varying coefficient panel data models with fixed effect
• scientific article; zbMATH DE number 992668

Cites work

• Characterizing Selection Bias Using Experimental Data
• Double/debiased machine learning for difference-in-differences models
• Double/debiased machine learning for treatment and structural parameters
• Doubly robust difference-in-differences estimators
• Empirical likelihood for efficient semiparametric average treatment effects
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Empirical-Likelihood-Based Difference-in-Differences Estimators
• Local linear regression smoothers and their minimax efficiencies
• Matching As An Econometric Evaluation Estimator: Evidence from Evaluating a Job Training Programme
• Multivariate locally weighted least squares regression
• Nonparametric estimation of regression functions with both categorical and continuous data
• Properties of doubly robust estimators when nuisance functions are estimated nonparametrically
• Semiparametric Difference-in-Differences Estimators
• Two-step semiparametric empirical likelihood inference

This page was built for publication: Empirical likelihood confidence interval for difference-in-differences estimator with panel data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2158657)