ESTIMATION OF HETEROGENEOUS PANEL DATA MODELS WITH AN APPLICATION TO PROGRAM EVALUATION

test in a nonparametric treatment model with unobserved heterogeneity

Bootstrap Inference for Dynamic Panel Data Models with Common Correlated Effects

We study recursive-design wild bootstrap inference for dynamic panel data models with unobserved common factors estimated by Common Correlated Effects. In the large N,T setting, the bootstrap reproduces the biased limiting distribution in pure autoregressive models, but fails to capture all bias and factor-estimation v...

Estimation of Random-Coefficient Dynamic Panel Data Models with a Fixed T

We study dynamic linear panel data models in which the lagged outcomes and strictly exogenous covariates carry individual-specific coefficients and the time-varying errors have a flexible covariance structure. With a fixed number of time periods, we point-identify the joint distribution of the random coefficients and t...

Testing for Heterogeneous Treatment Effects in Regression Discontinuity Designs

We propose a nonparametric test for unobserved treatment effect heterogeneity in regression discontinuity designs. Under the null of no unobserved heterogeneity, a transformed outcome that imputes treated potential outcomes for untreated units must have a continuous conditional distribution at the cutoff. We convert th...

Heterogeneous Treatment Effects in Panel Data: Insights into the Healthy Incentives Program

Problem definition: We study how adding new vendors to the Massachusetts Healthy Incentives Program (HIP), a food subsidy program, affects program utilization. This is an instance of a core problem in causal inference: estimating heterogeneous treatment effects (HTEs) using panel data. Existing methods either do not ut...

Summary Indices in Treatment Effect Estimation

This paper studies the practice of combining multiple outcomes into a summary index to estimate a causal effect. For common estimators and index constructions, the estimate equals a weighted sum of the estimated effects on the components, with weights that are implicit and rarely reported. The paper derives the weights...