Laurent Davezies, Xavier D'Haultfœuille, Louise Laage
arXiv 3 May 2021 · Econometrics · 8 citations (OpenAlex)
arXiv:2105.00879 · PDF · DOI · OpenAlex · Extracted main text
This paper studies identification and estimation of average causal effects, such as average marginal or treatment effects, in fixed effects logit models with short panels. Relating the identified set of these effects to an extremal moment problem, we first show how to obtain sharp bounds on such effects simply, without any optimization. We also consider even simpler outer bounds, which, contrary to the sharp bounds, do not require any first-step nonparametric estimators. We build confidence intervals based on these two approaches and show their asymptotic validity. Monte Carlo simulations suggest that both approaches work well in practice, the second being typically competitive in terms of interval length. Finally, we show that our method is also useful to measure treatment effect heterogeneity.
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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 | Dobronyi, C., J. Gu, and K. il Kim (2021) Identification of dynamic panel logit models with fixed effects | 0.585 | 5 | 1 | 60% |
| 2 | D'Haultfuille, X. and R. Rathelot (2017) Measuring segregation on small units: A partial identification analysis | 0.585 | 3 | 1 | 100% |
| 3 | Hoderlein, S. and H. White (2012) Nonparametric identification in nonseparable panel data models with generalized fixed effects | 0.585 | 3 | 1 | 100% |
| 4 | Chernozhukov, V., I. Fernández-Val, J. Hahn, and W. Newey (2013) Average and quantile effects in nonseparable panel models | 0.585 | 3 | 1 | 100% |
| 5 | Andersen, E. B (1970) Asymptotic properties of conditional maximum-likelihood estimators | 0.511 | 2 | 1 | 100% |
| 6 | Chernozhukov, V., I. Fernández-Val, and W. K. Newey (2019) Nonseparable multinomial choice models in cross-section and panel data | 0.511 | 2 | 1 | 100% |
| 7 | Dette, H. and W. J. Studden (1997) The theory of canonical moments with applications in statistics, probability, and analysis, Volume 338 | 0.511 | 2 | 1 | 100% |
| 8 | Aguirregabiria, V. and J. M. Carro (2024) Identification of average marginal effects in fixed effects dynamic discrete choice models | 0.405 | 2 | 1 | 50% |
| 9 | Hahn, J (1997) A note on the efficient semiparametric estimation of some exponential panel models | 0.405 | 1 | 1 | 100% |
| 10 | Altonji, J. G. and R. L. Matzkin (2005) Cross section and panel data estimators for nonseparable models with endogenous regressors | 0.405 | 1 | 1 | 100% |
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