A method of moments approach to asymptotically unbiased synthetic controls

DOI10.1016/J.JECONOM.2024.105846MaRDI QIDQ6664626zbMATH OpenFDO

Authors Joseph Fry

Publication date 16 January 2025

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

Full work available at URL https://doi.org/10.1016/J.JECONOM.2024.105846

zbMATH Keywords

factor modelgeneral method of momentsinstrumental variablespolicy evaluationsynthetic control

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
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• scientific article; zbMATH DE number 3938400 (Why is no real title available?)
• Longitudinal data analysis using generalized linear models
• On the Properties of the Synthetic Control Estimator with Many Periods and Many Controls
• On the role of covariates in the synthetic control method
• Order estimation in ARMA-models by Lagrangian multiplier tests
• Panel data models with interactive fixed effects
• Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework
• Statistical inference for average treatment effects estimated by synthetic control methods
• Synthetic controls with imperfect pretreatment fit

Cited in

(2)

• On the use of synthetic difference-in-differences approach with (-out) covariates: The case study of Brexit referendum
• Difference-in-differences with as few as two cross-sectional units – A new perspective to the democracy – growth debate

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