Estimation of average treatment effects with panel data: asymptotic theory and implementation

DOI10.1016/J.JECONOM.2016.01.011MaRDI QIDQ506048zbMATH OpenOpenAlexFDO

Authors Kathleen T. Li, David R. Bell

Publication date 30 January 2017

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2016.01.011

zbMATH Keywords

asymptotic distributionaverage treatment effectsLasso method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 777596 (Why is no real title available?)
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• Home-purchase restriction, property tax and housing price in China: a counterfactual analysis
• Hypothesis Testing with Efficient Method of Moments Estimation
• Identification and Inference in Nonlinear Difference-in-Differences Models
• Lasso-type recovery of sparse representations for high-dimensional data
• Least angle regression. (With discussion)
• Linear Model Selection by Cross-Validation
• MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
• Property taxes and home prices: a tale of two cities
• Semiparametric Difference-in-Differences Estimators
• Simultaneous analysis of Lasso and Dantzig selector
• The Adaptive Lasso and Its Oracle Properties
• The treatment-effect estimation: a case study of the 2008 economic stimulus package of China
• Theory and methods of panel data models with interactive effects

Cited in

(30)

• A simple and robust counterfactual impact evaluation
• Robust synthetic control
• Forward-selected panel data approach for program evaluation
• Rank determination in tensor factor model
• Statistical inference for average treatment effects estimated by synthetic control methods
• An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
• On Robustness of Principal Component Regression
• Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction
• Estimation of average treatment effect based on a semiparametric propensity score
• Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity
• Statistical analysis and evaluation of macroeconomic policies: a selective review
• Counterfactual Analysis and Inference With Nonstationary Data
• Estimating average treatment effect by model averaging
• Synthetic learner: model-free inference on treatments over time
• Synthetic Control with Time Varying Coefficients A State Space Approach with Bayesian Shrinkage
• Panel data approach vs synthetic control method
• Estimation of time-varying average treatment effects using panel data when unobserved fixed effects affect potential outcomes differently
• Confidence intervals of treatment effects in panel data models with interactive fixed effects
• The factor-Lasso and \(k\)-step bootstrap approach for inference in high-dimensional economic applications
• Assessing the causal effect of binary interventions from observational panel data with few treated units
• Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels
• Robust estimation of average treatment effects from panel data
• Large dimensional latent factor modeling with missing observations and applications to causal inference
• Treatment effects in interactive fixed effects models with a small number of time periods
• Determining the number of factors when the number of factors can increase with sample size
• A method of moments approach to asymptotically unbiased synthetic controls
• On the Properties of the Synthetic Control Estimator with Many Periods and Many Controls
• Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach
• Same root different leaves: time series and cross-sectional methods in panel data
• ArCo: an artificial counterfactual approach for high-dimensional panel time-series data

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