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来源类型Working Paper
规范类型报告
DOI10.3386/w24565
来源IDWorking Paper 24565
Pre-event Trends in the Panel Event-study Design
Simon Freyaldenhoven; Christian Hansen; Jesse M. Shapiro
发表日期2018-04-30
出版年2018
语种英语
摘要We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to the policy variable of interest. We provide sufficient conditions to identify the causal effect of the policy by exploiting covariates related to the policy only through the confounds. Our model implies a set of moment equations that are linear in parameters. The effect of the policy can be estimated by 2SLS, and causal inference is valid even when endogeneity leads to pre-event trends ("pre-trends") in the outcome. Alternative approaches perform poorly in our simulations.
主题Econometrics ; Estimation Methods
URLhttps://www.nber.org/papers/w24565
来源智库National Bureau of Economic Research (United States)
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资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/582238
推荐引用方式
GB/T 7714
Simon Freyaldenhoven,Christian Hansen,Jesse M. Shapiro. Pre-event Trends in the Panel Event-study Design. 2018.
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