arrow
Return

Doubly robust identification for causal panel data models

delete2022-06-24
delete8
delete
OA
AI
D
Dmitry Arkhangelsky *
G
Guido W. Imbens
DOI:10.1093/ectj/utac019delete
deleteOriginal
deleteOriginal request for help
deleteShare
deleteSave
Abstract

Abstract

En 中文
We study identification and estimation of causal effects in settings with panel data. Traditionally, researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and the observed and unobserved confounders. We focus on a different, complementary approach to identification, where assumptions are made about the connection between the treatment assignment and the unobserved confounders. Such strategies are common in cross-section settings, but rarely used with panel data. We introduce different sets of assumptions that follow the two paths to identification and develop a double robust approach. We propose estimation methods that build on these identification strategies.
Keywords:
Fixed effects
cross-section data
clustering
causal effects
treatment effects
unconfoundedness

Journal

Econometrics Journal cover
Econometrics Journal
IF:
7
Papers:
565
Citations:
2.3K

Organization

S
Stanford University
Scholars:
9.6W
Papers: 8.2W
Citations: 17.0W