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A Unified Framework for Spatial and Temporal Treatment Effect Boundaries: Theory and Identification

Tatsuru Kikuchi

arXiv 1 Oct 2025 · Econometrics

arXiv:2510.00754 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper develops a unified theoretical framework for detecting and estimating boundaries in treatment effects across both spatial and temporal dimensions. We formalize the concept of treatment effect boundaries as structural parameters characterizing regime transitions where causal effects cease to operate. Building on reaction-diffusion models of information propagation, we establish conditions under which spatial and temporal boundaries share common dynamics governed by diffusion parameters (delta, lambda), yielding the testable prediction d^*/tau^* = 3.32 lambda sqrt{delta} for standard detection thresholds. We derive formal identification results under staggered treatment adoption and develop a three-stage estimation procedure implementable with standard panel data. Monte Carlo simulations demonstrate excellent finite-sample performance, with boundary estimates achieving RMSE below 10% in realistic configurations. We apply the framework to two empirical settings: EU broadband diffusion (2006-2021) and US wildfire economic impacts (2017-2022). The broadband application reveals a scope limitation -- our framework assumes depreciation dynamics and fails when effects exhibit increasing returns through network externalities. The wildfire application provides strong validation: estimated boundaries satisfy d^* = 198 km and tau^* = 2.7 years, with the empirical ratio (72.5) exactly matching the theoretical prediction 3.32 lambda sqrt{delta} = 72.5. The framework provides practical tools for detecting when localized treatments become systemic and identifying critical thresholds for policy intervention.

Citation extraction

64
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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
1Kikuchi, T (2024) Stochastic boundaries in spatial general equilibrium: A diffusion-based approach to causal inference with spillover effects self0.92844100%
2Anselin, L (1988) Spatial Econometrics: Methods and Models0.81142100%
3Butts, K (2021) Difference-in-differences estimation with spatial spillovers0.64422100%
4Callaway, B., & Sant'Anna, P. H (2021) Difference-in-differences with multiple time periods0.64422100%
5Sun, L., & Abraham, S (2021) Estimating dynamic treatment effects in event studies with heterogeneous treatment effects0.64422100%
6Acemoglu, D., Ozdaglar, A., & ParandehGheibi, A (2011) Spread of (mis) information in social networks0.40511100%
7Acemoglu, D., Ozdaglar, A., & Tahbaz-Salehi, A (2015) Systemic risk and stability in financial networks0.40511100%
8Achdou, Y., Han, J., Lasry, J. M., Lions, P. L., & Moll, B (2022) Income and wealth distribution in macroeconomics: A continuous-time approach0.40511100%
9Akcigit, U., & Kerr, W. R (2021) Lack of selection and limits to delegation: Firm dynamics in developing countries0.40511100%
10Allen, F., & Gale, D (2000) Financial contagion0.40511100%

Showing the top 10 of 63 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
1Nonparametric Identification of Spatial Treatment Effect Boundaries: Evidence from Bank Branch Consolidation1.00093
2Nonparametric Identification and Estimation of Spatial Treatment Effect Boundaries: Evidence from 42 Million Pollution Observations1.00083
3Spatial and Temporal Boundaries in Difference-in-Differences: A Framework from Navier-Stokes Equation0.92843
4Dual-Channel Technology Diffusion: Spatial Decay and Network Contagion in Supply Chain Networks0.81142
5Network Contagion Dynamics in European Banking: A Navier-Stokes Framework for Systemic Risk Assessment0.73732
6Dynamic Spatial Treatment Effect Boundaries: A Continuous Functional Framework from Navier-Stokes Equations0.64422
7Dynamic Spatial Treatment Effects as Continuous Functionals: Theory and Evidence from Healthcare Access0.64422
8Emergent Dynamical Spatial Boundaries in Emergency Medical Services: A Navier-Stokes Framework from First Principles0.58531
9Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from the 2008 Financial Crisis0.40511