Showing 1 - 10 of 10,140
Many papers use fixed effects (FE) to identify causal impacts of an intervention. In this paper we show that when the treatment status only varies within some groups, this design can induce non-random selection of groups into the identifying sample, which we term selection into identification...
Persistent link: https://www.econbiz.de/10012480120
Panel or grouped data are often used to allow for unobserved individual heterogeneity in econometric models via fixed … effects. In this paper, we discuss identification of a panel data model in which the unobserved heterogeneity both enters … additively and interacts with treatment variables. We present identification and estimation methods for parameters of interest in …
Persistent link: https://www.econbiz.de/10014322772
This survey discusses the recent causal panel data literature. This recent literature has focused on credibly … empirical researchers. It pays particular attention to heterogeneity in the causal effects, often in situations where few units …
Persistent link: https://www.econbiz.de/10014447263
proposed by Papke and Wooldridge, 1996, 2008, in univariate cross-sectional and panel contexts. The paper discusses the … econometric strategies for share model estimation. The paper then goes on to discuss the univariate fractional regression … estimation strategies proposed by Papke and Wooldridge and to extend the fractional regression approach to estimation of and …
Persistent link: https://www.econbiz.de/10012462302
Short panel data sets constructed by matching individuals across monthly files of the Current Population Survey (CPS …
Persistent link: https://www.econbiz.de/10012470052
panel data to estimate the textbook 'expectations augmented' Phillips curve with a market-based and observable measure of …
Persistent link: https://www.econbiz.de/10012471456
examine the stylized facts regarding environmental expenditures and innovation in a panel of manufacturing industries. We find …
Persistent link: https://www.econbiz.de/10012473311
In this paper we provide some econometric evidence on the impact of financial factors like cash flow, debt and stock measures of liquidity on the investment decisions of U. K. firms. These variables are introduced via an extension of the Q model of investment which explicitly includes...
Persistent link: https://www.econbiz.de/10012475929
This study presents a general methodology for fitting multiple time series models to panel data. The basic statistical … panel data, and it identifies those instances in which procedures found in the time series literature cannot be directly … applied to analyze longitudinal data. Data analysis techniques in the tine series literature are adapted for panel data …
Persistent link: https://www.econbiz.de/10012478475
We study regressions with period and group fixed effects and several treatment variables. Under a parallel trends assumption, the coefficient on each treatment identifies the sum of two terms. The first term is a weighted sum of the effect of that treatment in each group and period, with weights...
Persistent link: https://www.econbiz.de/10012938703