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Nonparametric Identification and Estimation of Spatial Treatment Effect Boundaries: Evidence from 42 Million Pollution Observations

Tatsuru Kikuchi

arXiv 14 Oct 2025 · Econometrics

arXiv:2510.12289 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper develops a nonparametric framework for identifying and estimating spatial boundaries of treatment effects in settings with geographic spillovers. While atmospheric dispersion theory predicts exponential decay of pollution under idealized assumptions, these assumptions -- steady winds, homogeneous atmospheres, flat terrain -- are systematically violated in practice. I establish nonparametric identification of spatial boundaries under weak smoothness and monotonicity conditions, propose a kernel-based estimator with data-driven bandwidth selection, and derive asymptotic theory for inference. Using 42 million satellite observations of NO$_2$ concentrations near coal plants (2019-2021), I find that nonparametric kernel regression reduces prediction errors by 1.0 percentage point on average compared to parametric exponential decay assumptions, with largest improvements at policy-relevant distances: 2.8 percentage points at 10 km (near-source impacts) and 3.7 percentage points at 100 km (long-range transport). Parametric methods systematically underestimate near-source concentrations while overestimating long-range decay. The COVID-19 pandemic provides a natural experiment validating the framework's temporal sensitivity: NO$_2$ concentrations dropped 4.6% in 2020, then recovered 5.7% in 2021. These results demonstrate that flexible, data-driven spatial methods substantially outperform restrictive parametric assumptions in environmental policy applications.

Citation extraction

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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
1Müller, U. K. and Watson, M. W (2022) Spatial correlation robust inference1.000124100%
2Kikuchi, T (2024) Spatial and temporal boundaries in difference-in-differences: A framework from Navier-Stokes equation self1.00093100%
3Kikuchi, T (2024) A unified framework for spatial and temporal treatment effect boundaries: Theory and identification self1.00083100%
4Kikuchi, T (2024) Stochastic boundaries in spatial general equilibrium: A diffusion-based approach to causal inference with spillover effects self1.00073100%
5Müller, U. K. and Watson, M. W (2024) Spatial unit roots and spurious regression1.00063100%
6Fan, J. and Gijbels, I (1996) Local Polynomial Modelling and Its Applications0.8947371%
7Butts, K. and Gardner, J (2023) Difference-in-differences with spatial spillovers0.51121100%
8Deryugina, T., Heutel, G., Miller, N. H., Molitor, D., and Reif, J (2019) The mortality and medical costs of air pollution: Evidence from changes in wind direction0.51121100%
9Fan, J. and Gijbels, I (1992) Variable bandwidth and local linear regression smoothers0.51121100%
10Jones, M. C., Marron, J. S., and Sheather, S. J (1996) A brief survey of bandwidth selection for density estimation0.51121100%

Showing the top 10 of 25 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
1Emergent Dynamical Spatial Boundaries in Emergency Medical Services: A Navier-Stokes Framework from First Principles1.00063
2Nonparametric Identification of Spatial Treatment Effect Boundaries: Evidence from Bank Branch Consolidation1.00053
3Dual-Channel Technology Diffusion: Spatial Decay and Network Contagion in Supply Chain Networks0.87452
4Dynamic Spatial Treatment Effects as Continuous Functionals: Theory and Evidence from Healthcare Access0.64422
5Network Contagion Dynamics in European Banking: A Navier-Stokes Framework for Systemic Risk Assessment0.64422
6Dynamic Spatial Treatment Effect Boundaries: A Continuous Functional Framework from Navier-Stokes Equations0.40511