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Randomization Inference Tests for Shift-Share Designs

Luis Alvarez, Bruno Ferman, Raoni Oliveira

arXiv 2 Jun 2022 · Econometrics · 2 citations (OpenAlex)

arXiv:2206.00999 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We consider the problem of inference in shift-share research designs. The choice between existing approaches that allow for unrestricted spatial correlation involves tradeoffs, varying in terms of their validity when there are relatively few or concentrated shocks, and in terms of the assumptions on the shock assignment process and treatment effects heterogeneity. We propose alternative randomization inference methods that combine the advantages of different approaches. These methods are valid in finite samples under relatively stronger assumptions, while asymptotically valid under weaker assumptions.

Citation extraction

17
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appendix boundary found by appendix_command · 68% of the source is main text. Read the extracted text to check this.

Most heavily cited references

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.

ReferenceIntensityMentionsSectionsMain text
1Lehmann, E. L. and Romano, J. P (2005) Testing Statistical Hypotheses0.64422100%
2Adão, R., Kolesar, M., and Morales, E (2019) Shift-Share Designs: Theory and Inference*0.40511100%
3Autor, D. H., Dorn, D., and Hanson, G. H (2013) The china syndrome: Local labor market effects of import competition in the united states0.40511100%
4Borusyak, K. and Hull, P (2021) Non-random exposure to exogenous shocks: Theory and applications0.40511100%
5Borusyak, K., Hull, P., and Jaravel, X (2021) Quasi-Experimental Shift-Share Research Designs0.40511100%
6Berger, R. L. and Boos, D. D (1994) P values maximized over a confidence set for the nuisance parameter0.40511100%
7Bugni, F. A., Canay, I. A., and Shaikh, A. M (2018) Inference under covariate-adaptive randomization0.40511100%
8Chung, E. and Romano, J. P (2013) Exact and asymptotically robust permutation tests0.40511100%
9Ferman, B (2019) Assessing Inference Methods self0.40511100%
10Ferman, B (2021) Matching estimators with few treated and many control observations self0.40511100%

Showing the top 10 of 17 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Inference with few treated units0.51121
2ASSESSING INFERENCE METHODS0.40511
3Nonlinear Treatment Effects in Shift-Share Designs0.40511
4ON THE USE OF DESIGN-BASED SIMULATIONS0.40511