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Dynamic LATEs with a Static Instrument

Bruno Ferman, Otávio Tecchio

arXiv 29 May 2023 · Econometrics

arXiv:2305.18114 · PDF · DOI · OpenAlex · Extracted main text

Abstract

In many situations, researchers are interested in identifying dynamic effects of an irreversible treatment with a time-invariant binary instrumental variable (IV). For example, in evaluations of dynamic effects of training programs with a single lottery determining eligibility. A common approach in these situations is to report per-period IV estimates. Under a dynamic extension of standard IV assumptions, we show that such IV estimands identify a weighted sum of treatment effects for different latent groups and treatment exposures. However, there is possibility of negative weights. We discuss point and partial identification of dynamic treatment effects in this setting under different sets of assumptions.

Citation extraction

37
references
50
in-text mentions
37
distinct cited
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7,132
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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
1Angrist, Joshua, Ferman, Bruno, Gao, Carol, Hull, Peter, Tecchio, Ot… (2024) Instrumental Variables with Time-Varying Exposure: New Estimates of Revascularization Effects on Quality of Life self1.00053100%
2Athey, Susan, Imbens, Guido W (2022) Design-based analysis in Difference-In-Differences settings with staggered adoption0.64422100%
3Blandhol, Christine, Bonney, John, Mogstad, Magne, Torgovitsky, Alex… (2022) When is TSLS Actually LATE?0.64422100%
4Borusyak, Kirill, Jaravel, Xavier, Spiess, Jann (2023) Revisiting Event Study Designs: Robust and Efficient Estimation0.64422100%
5Callaway, Brantly, Sant’Anna, Pedro H.C (2021) Difference-in-Differences with multiple time periods0.64422100%
6Sun, Liyang, Abraham, Sarah (2021) Estimating dynamic treatment effects in event studies with heterogeneous treatment effects0.64422100%
7Abdulkadiroğlu, Atila, Angrist, Joshua D., Hull, Peter D., Pathak, P… (2016) Charters without Lotteries: Testing Takeovers in New Orleans and Boston0.51121100%
8Imbens, Guido W., Angrist, Joshua D (1994) Identification and Estimation of Local Average Treatment Effects0.51121100%
9Lundborg, Petter, Plug, Erik, Rasmussen, Astrid Würtz (2017) Can Women Have Children and a Career? IV Evidence from IVF Treatments0.51121100%
10Miquel, Ruth (2002) Identification of Dynamic Treatment Effects by Instrumental Variables0.51121100%

Showing the top 10 of 37 scored citations.