arXiv 1 Mar 2021 · Econometrics · 6 citations (OpenAlex)
arXiv:2103.01280 · PDF · DOI · OpenAlex · Extracted main text
This paper studies the estimation and inference of treatment histories in panel data settings when treatments change dynamically over time. We propose a method that allows for (i) treatments to be assigned dynamically over time based on high-dimensional covariates, past outcomes and treatments; (ii) outcomes and time-varying covariates to depend on treatment trajectories; (iii) heterogeneity of treatment effects. Our approach recursively projects potential outcomes' expectations on past histories. It then controls the bias by balancing dynamically observable characteristics. We study the asymptotic and numerical properties of the estimator and illustrate the benefits of the procedure in an empirical application.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Acemoglu, D., S. Naidu, P. Restrepo, and J. A. Robinson (2019) Democracy does cause growth | 1.000 | 18 | 3 | 100% |
| 2 | Robins, J. M., M. A. Hernan, and B. Brumback (2000) Marginal structural models and causal inference in epidemiology | 0.950 | 7 | 5 | 86% |
| 3 | Nie, X., E. Brunskill, and S. Wager (2021) Learning when-to-treat policies | 0.941 | 6 | 4 | 83% |
| 4 | Tchetgen, E. J. T. and I. Shpitser (2012) Semiparametric theory for causal mediation analysis: efficiency bounds, multiple robustness, and sensitivity analysis | 0.874 | 6 | 4 | 67% |
| 5 | Jordà, Ò (2005) Estimation and inference of impulse responses by local projections | 0.843 | 5 | 3 | 60% |
| 6 | Imai, K. and M. Ratkovic (2015) Robust estimation of inverse probability weights for marginal structural models | 0.843 | 3 | 3 | 100% |
| 7 | Athey, S., G. W. Imbens, and S. Wager (2018) Approximate residual balancing: debiased inference of average treatment effects in high dimensions | 0.836 | 12 | 8 | 58% |
| 8 | Montiel Olea, J. L. and M. Plagborg-Mller (2021) Local projection inference is simpler and more robust than you think | 0.737 | 4 | 3 | 50% |
| 9 | Ghanem, D., P. H. Sant'Anna, and K. Wüthrich (2022) Selection and parallel trends | 0.737 | 3 | 3 | 67% |
| 10 | Jiang, N. and L. Li (2015) Doubly robust off-policy value evaluation for reinforcement learning | 0.737 | 3 | 3 | 67% |
Showing the top 10 of 72 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | 2606.29009 | 0.644 | 2 | 2 |
| 2 | When are time series predictions causal? The potential system and dynamic causal effects | 0.405 | 1 | 1 |
| 3 | What is the Long-Term Value of Reliability? | 0.405 | 1 | 1 |