| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w24565 |
| 来源ID | Working 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 |
| URL | https://www.nber.org/papers/w24565 |
| 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/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. |
| 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 | ||
| w24565.pdf（1423KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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