| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w23602 |
| 来源ID | Working Paper 23602 |
| Regression Discontinuity in Time: Considerations for Empirical Applications | |
| Catherine Hausman; David S. Rapson | |
| 发表日期 | 2017-07-24 |
| 出版年 | 2017 |
| 语种 | 英语 |
| 摘要 | Recent empirical work in several economic fields, particularly environmental and energy economics, has adapted the regression discontinuity (RD) framework to applications where time is the running variable and treatment begins at a particular threshold in time. In this guide for practitioners, we discuss several features of this “Regression Discontinuity in Time” (RDiT) framework that differ from the more standard cross-sectional RD framework. First, many applications (particularly in environmental economics) lack cross-sectional variation and are estimated using observations far from the temporal threshold. This common empirical practice is hard to square with the assumptions of a cross-sectional RD, which is conceptualized for an estimation bandwidth shrinking even as the sample size increases. Second, estimates may be biased if the time-series properties of the data are ignored (for instance in the presence of an autoregressive process), or more generally if short-run and long-run effects differ. Finally, tests for sorting or bunching near the threshold are often irrelevant, making the framework closer to an event study than a regression discontinuity design. Based on these features and motivated by hypothetical examples using air quality data, we offer suggestions for the empirical researcher wishing to use the RD in time framework. |
| 主题 | Econometrics ; Estimation Methods ; Environmental and Resource Economics ; Environment |
| URL | https://www.nber.org/papers/w23602 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/581276 |
| 推荐引用方式 GB/T 7714 | Catherine Hausman,David S. Rapson. Regression Discontinuity in Time: Considerations for Empirical Applications. 2017. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w23602.pdf（622KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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