In the practice of program evaluation, choosing the covariates and the functional form of the propensity score is an important choice for estimating treatment effects. This paper proposes data-driven model selection and model averaging procedures that address this issue for the propensity score...

In the practice of program evaluation, choosing the covariates and the functional form of the propensity score is an important choice that the researchers make when estimating treatment effects. This paper proposes a data-driven way of averaging the estimators over the candidate specifications...

This paper investigates to what extent international migration can be explained by climatic variations. A gravity model of migration augmented with average temperature and precipitation in the country of origin is estimated using a panel data set of 142 sending countries for the period 1995 to...

We study a dynamic ordered logit model for panel data with fixed effects. We establish the validity of a set of moment conditions that are free of the fixed effects and that can be computed using four or more periods of data. We establish sufficient conditions for these moment conditions to...

This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed Tdimension. We advocate for a correlated interaction term estimator (CITE) and show that it is consistent under conditions that are not...

We estimate the impact of piped water and sewers on property values in mid-19th century Chicago. The cost of sewer construction depends sensitively on imperceptible variation in grade, and such variations in grade delay water and sewer service to part of the city. This delay provides...