arXiv 30 Nov 2023 · Econometrics
arXiv:2311.18555 · PDF · DOI · OpenAlex · Extracted main text
This paper develops a novel nonparametric identification method for treatment effects in settings where individuals self-select into treatment sequences. I propose an identification strategy which relies on a dynamic version of standard Instrumental Variables (IV) assumptions and builds on a dynamic version of the Marginal Treatment Effects (MTE) as the fundamental building block for treatment effects. The main contribution of the paper is to relax assumptions on the support of the observed variables and on unobservable gains of treatment that are present in the dynamic treatment effects literature. Monte Carlo simulation studies illustrate the desirable finite-sample performance of a sieve estimator for MTEs and Average Treatment Effects (ATEs) on a close-to-application simulation study.
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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 | Murphy, S. A., van der Laan, M. J., and Robins, J. M (2001) Marginal mean models for dynamic regimes | 0.843 | 3 | 3 | 100% |
| 2 | Mogstad, M., Santos, A., and Torgovitsky, A (2018) Using instrumental variables for inference about policy relevant treatment parameters | 0.737 | 3 | 2 | 100% |
| 3 | Han, S (2021) Identification in nonparametric models for dynamic treatment effects | 0.644 | 2 | 2 | 100% |
| 4 | Heckman, J. and Vytlacil, E (2001) Policy-Relevant Treatment Effects | 0.644 | 2 | 2 | 100% |
| 5 | Brinch, C., Mogstad, M., and Wiswall, M (2017) Beyond LATE with a discrete instrument | 0.585 | 3 | 1 | 100% |
| 6 | Robins, J (1986) A new approach to causal inference in mortality studies with a sustained exposure period—application to control of the healthy w… | 0.511 | 2 | 1 | 100% |
| 7 | Behaghel, L., de Chaisemartin, C., and Gurgand, M (2017) Ready for boarding? the effects of a boarding school for disadvantaged students | 0.511 | 2 | 1 | 100% |
| 8 | de Chaisemartin, C. and D’Haultfœuille, X (2023) Two-way fixed effects and differences-in-differences estimators with several treatments | 0.405 | 1 | 1 | 100% |
| 9 | Robins, J (1987) A graphical approach to the identification and estimation of causal parameters in mortality studies with sustained exposure peri… | 0.405 | 1 | 1 | 100% |
| 10 | Angrist, J. D., Pathak, P. A., and Walters, C. R (2013) Explaining charter school effectiveness | 0.405 | 1 | 1 | 100% |
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