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Causal Models for Longitudinal and Panel Data: A Survey

Dmitry Arkhangelsky, Guido Imbens

arXiv 26 Nov 2023 · Econometrics · publishedEconometrics Journal (2024) · 40 citations (OpenAlex)

arXiv:2311.15458 · PDF · DOI · OpenAlex · Extracted main text

Abstract

In this survey we discuss the recent causal panel data literature. This recent literature has focused on credibly estimating causal effects of binary interventions in settings with longitudinal data, emphasizing practical advice for empirical researchers. It pays particular attention to heterogeneity in the causal effects, often in situations where few units are treated and with particular structures on the assignment pattern. The literature has extended earlier work on difference-in-differences or two-way-fixed-effect estimators. It has more generally incorporated factor models or interactive fixed effects. It has also developed novel methods using synthetic control approaches.

Citation extraction

222
references
384
in-text mentions
222
distinct cited
27
self-citations
28,318
main-text words

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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
1Alberto Abadie, Alexis Diamond, and Jens Hainmueller (2010) Synthetic control methods for comparative case studies: Estimating the effect of california's tobacco control program1.00093100%
2Brantly Callaway and Pedro HC Sant’Anna (2020) Difference-in-differences with multiple time periods1.00083100%
3Manuel Arellano and Stéphane Bonhomme (2011) Identifying distributional characteristics in random coefficients panel data models1.00073100%
4Dmitry Arkhangelsky, Susan Athey, David A Hirshberg, Guido W Imbens,… (2021) Synthetic difference-in-differences self1.00063100%
5Gary Chamberlain (1992) Efficiency bounds for semiparametric regression1.00063100%
6Dmitry Arkhangelsky and David Hirshberg (2023) Large-sample properties of the synthetic control method under selection on unobservables self1.00053100%
7Gary Chamberlain (1984) Panel data1.00053100%
8Jonathan Roth, Pedro HC Sant’Anna, Alyssa Bilinski, and John Poe (2023) What’s trending in difference-in-differences? a synthesis of the recent econometrics literature1.00053100%
9Clément De Chaisemartin and Xavier d’Haultfoeuille (2023) Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: A survey0.92844100%
10Alberto Abadie and Javier Gardeazabal (2003) The economic costs of conflict: A case study of the basque country0.92843100%

Showing the top 10 of 222 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
1Causal inference and policy evaluation without a control group$^*$0.92843
2Refining the Notion of No Anticipation in Difference-in-Differences Studies0.84333
3Difference-in-Differences in the Presence of Unknown Interference0.73732
4Estimating the Intensive Margin Effect in Panel Data Settings0.64422
5On Policy Evaluation With Aggregate Time-Series Instruments0.51121
6Can We Validate Counterfactual Estimations in the Presence of General Network Interference?0.51121
7Inferring Treatment Effects in Large Panels by Uncovering Latent Similarities0.51121
8A Joint Analysis of Sensitivity to Anticipation and Parallel Trends Violations0.51121
9Causal Graphs for Conditional Parallel Trends0.51122
10Group-Heterogeneous Changes-in-Changes and Distributional Synthetic Controls0.40511