Econometrics Papers@eBlogsJun 12, 2025Difference-in-Differences Designs: A Practitioner's Guide. arxiv.orgDifference-in-Differences Designs: A Practitioner's GuideDifference-in-differences (DiD) is arguably the most popular quasi-experimental research design. Its canonical form, with two groups and two periods, is well-understood. However, empirical...818138038027K27K
Econometrics Papers@eBlogsMar 17, 2025Difference-in-Differences Meets Synthetic Control: Doubly Robust Identification and Estimation. arxiv.orgDifference-in-Differences Meets Synthetic Control: Doubly Robust...Difference-in-Differences (DiD) and Synthetic Control (SC) are widely used methods for causal inference in panel data, each with distinct strengths and limitations. We propose a novel method for...33535327527523K23K
Econometrics Papers@eBlogsMay 30, 2025Difference-in-Differences with a Continuous Treatment. arxiv.orgDifference-in-Differences with a Continuous TreatmentThis paper analyzes difference-in-differences designs with a continuous treatment. We show that treatment-on-the-treated-type parameters are identified under a parallel trends assumption analogous...33383820620612K12K
Econometrics Papers@eBlogsJun 23, 2025When Can We Use Two-Way Fixed-Effects (TWFE): A Comparison of TWFE and Novel Dynamic Difference-in-Differences Estimators. arxiv.org/abs/2402.0992822555520820831K31K
Econometrics Papers@eBlogsJun 6, 2025Mining Causality: AI-Assisted Search for Instrumental Variables. arxiv.orgMining Causality: AI-Assisted Search for Instrumental VariablesThe instrumental variables (IVs) method is a leading empirical strategy for causal inference. Finding IVs is a heuristic and creative process, and justifying its validity -- especially exclusion...404020220274K74K
Econometrics Papers@eBlogsMar 21, 2025Dynamic Regression Discontinuity: An Event-Study Approach. arxiv.orgDynamic Regression Discontinuity: An Event-Study ApproachI propose a novel argument to identify economically interpretable intertemporal treatment effects in dynamic regression discontinuity designs (RDDs). Specifically, I develop a dynamic potential...22313116616614K14K
Econometrics Papers@eBlogsMar 24, 2025Local Projections or VARs? A Primer for Macroeconomists. arxiv.orgLocal Projections or VARs? A Primer for MacroeconomistsWhat should applied macroeconomists know about local projection (LP) and vector autoregression (VAR) impulse response estimators? The two methods share the same estimand, but in finite samples lie...424216516512K12K
Econometrics Papers@eBlogsMar 18, 2025Difference-in-Differences Designs: A Practitioner's Guide. arxiv.orgDifference-in-Differences Designs: A Practitioner's GuideDifference-in-differences (DiD) is arguably the most popular quasi-experimental research design. Its canonical form, with two groups and two periods, is well-understood. However, empirical...444415815815K15K
Econometrics Papers@eBlogsMar 20, 2025Spatial Data Analysis. arxiv.org/abs/2402.09895323215215211K11K
Econometrics Papers@eBlogsJul 6, 2025Causal Inference for Qualitative Outcomes. arxiv.org/abs/2502.1169126261531539.7K9.7K
Econometrics Papers@eBlogsMay 26, 2025Local Projections or VARs? A Primer for Macroeconomists. arxiv.orgLocal Projections or VARs? A Primer for MacroeconomistsWhat should applied macroeconomists know about local projection (LP) and vector autoregression (VAR) impulse response estimators? The two methods share the same estimand, but in finite samples lie...353515715719K19K
Econometrics Papers@eBlogsJun 18, 2025Difference-in-Differences Designs: A Practitioner's Guide. arxiv.orgDifference-in-Differences Designs: A Practitioner's GuideDifference-in-differences (DiD) is arguably the most popular quasi-experimental research design. Its canonical form, with two groups and two periods, is well-understood. However, empirical...34341511517.2K7.2K
Econometrics Papers@eBlogsMar 24, 2025Dynamic Regression Discontinuity: An Event-Study Approach. arxiv.orgDynamic Regression Discontinuity: An Event-Study ApproachI propose a novel argument to identify economically interpretable intertemporal treatment effects in dynamic regression discontinuity designs (RDDs). Specifically, I develop a dynamic potential...1134341171178.8K8.8K
Econometrics Papers@eBlogsJun 3, 2025Can AI Master Econometrics? Evidence from Econometrics AI Agent on Expert-Level Tasks. arxiv.orgCan AI Master Econometrics? Evidence from Econometrics AI Agent on...Can AI effectively perform complex econometric analysis traditionally requiring human expertise? This paper evaluates AI agents' capability to master econometrics, focusing on empirical analysis...2224241001007.8K7.8K
