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Doubly Robust Identification for Causal Panel Data Models

Dmitry Arkhangelsky, Guido W. Imbens

arXiv 20 Sep 2019 · Econometrics · publishedEconometrics Journal (2022) · 19 citations (OpenAlex)

arXiv:1909.09412 · PDF · DOI · OpenAlex · Extracted main text

Abstract

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 doubly robust approach. We propose estimation methods that build on these identification strategies.

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1Design-Robust Two-Way-Fixed-Effects Regression For Panel Data \@thefnmark\@footnotetextGenerous support from the Office of Naval Research through ONR grants N00014-17-1-2131 and N00014-19-1-2468 is gratefully acknowledged0.73732
2Inferring Treatment Effects in Large Panels by Uncovering Latent Similarities0.73732
3Causal Models for Longitudinal and Panel Data: A Survey0.69361
4Selection and parallel trends0.51121
5Revisiting Event Study Designs: Robust and Efficient Estimation0.40511
6Large-Sample Properties of the Synthetic Control Method under Selection on Unobservables0.40511
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8Estimating the Intensive Margin Effect in Panel Data Settings0.40511
9Beyond Parallel Trends: An Identification-Strategy-Robust Approach to Causal Inference with Panel Data0.40511