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What are the assumptions needed to be made for using the Synthetic Controls method?

I am wondering what assumptions typically need to be made for the Synthetic Controls Method to work. It seems that I cannot find any concrete assumptions online and would like to understand what ...
user1398057's user avatar
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0 answers
12 views

How to deal with plausibly exogenous instruments?

If you have some reasons to believe that an instrument is plausibly exogenous i.e. it is a weak instrument but it couldn't possibly be endogenous, what is a practical way to make inference?
Adi's user avatar
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Trouble understanding the equation that lays out the concept of prediction policy problems in Kleinberg et al. 2015

Kleinberg et al. (2015) introduce the concept of prediction policy problems, and claim to unite prediction problems and causal inference problems in a single framework. In section I of the paper, ...
Brash Equilibrium's user avatar
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14 views

Regression and RDD give results in opposite directions but both statistically significant

I am conducting an RDD on an attitude and how it shifts over time due to a shock (sharp RD measured in days), I am using RDROBUST in STATA. I do not think I have coding errors but I need help ...
rdd_help's user avatar
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0 answers
47 views

Assessing multiple Treatment Effects in Overlapping Interventions for difference-in-difference

I am currently working on evaluating the impact of two sequential treatments, Treatment 1 and Treatment 2, on two distinct groups in our country: Group A and Group B. Treatment 1 is administered at ...
Marble's user avatar
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1 vote
1 answer
99 views

Granger-Sims causality and subtle differences

For a bivariate process $(\textbf{X},\textbf{Y})=( (X_t, Y_t)^\top, t\in\mathbb{Z})$, we say that the process $\textbf{X}$ Sims-causes the process $\textbf{Y}$ (notation $\textbf{X}\overset{Sims}{\to}...
Albert Paradek's user avatar
0 votes
1 answer
32 views

Pooled difference-in-differences with limited panel

I wish to estimate a pooled difference-in-differences specification in the following form: $y_{i,t}=\alpha_i+\theta_t + \beta \times \mathbf{1}\left(t > \bar{t}\right) \times Treatment_i + \...
Serb's user avatar
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3 votes
0 answers
23 views

Is it possible to run a regression discontinuity design (RDD) with different treatment intensities?

My question arises from an arbitrary assignment rule which gives monetary transfers to cities in Colombia with a population of less than 25,000 inhabitants. However, the transfer varies between cities ...
Luis Felipe Gaviria's user avatar
1 vote
1 answer
60 views

Is matching combined with Diff-in-Diff a bad idea?

I remember seeing such a comment on Twitter long time ago but I see so many prominent papers doing it that I doubt it can really bad. Does somebody know more (e.g. papers) on this?
Papayapap's user avatar
  • 1,843
2 votes
1 answer
67 views

Is it possible to integrate propensity score (weighting or matching) and synthetic control method?

I apologise in advance because I'm obviously new both to causal inference and to this community. I would like to estimate the impact of a treatment on firms' behavior. I'm considering using the ...
ansk's user avatar
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1 vote
2 answers
313 views

Diff-in-diff with two control groups: compare parallel trends

Suppose in a diff-in-diff problem, I have two control groups, but just one can be used as comparison, so I want to check which of them provides a better comparison. My idea is to compare the parallel ...
Oalvinegro's user avatar
2 votes
0 answers
135 views

Meaning of non-anticipation assumption in panel context

I am moving this discussion from this comment section to a full question. Consider a binary policy $D_{it} \in \{0,1\}$ that is not randomly assigned to some units in period $t=\tau$. We have ...
Papayapap's user avatar
  • 1,843
1 vote
3 answers
145 views

Discussing Difference-in-Difference Assumption of the treatment assigment

while reviewing some of the literature on DiD and Event Study designs, I come up with a general question, since DiD is by definition a quasi-experimental approach to determining causal effects when ...
John M. Riveros's user avatar
2 votes
1 answer
66 views

Articles on the definition of causality in Economics

I am looking for illustrative "soft" articles on the definition of causality of Economics. Something to assign as a reading in a causal inference course. Any ideas?
Papayapap's user avatar
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0 votes
0 answers
13 views

Cross sectional survey - difference in difference campaign evaluation

I would like to use two cross sectional surveys to evaluate the impact of a media campaign on public opinions. The problem is how to identify the "untreated" at baseline? Technically ...
macster's user avatar
2 votes
0 answers
73 views

Difference between a structural and a causal model in economics

I was reading this sentence "As we discuss later in Section 8, IO economists have developed a variety of structural models of auction bid data. These models have been used to derive causal models ...
ColorStatistics's user avatar
1 vote
0 answers
36 views

Fuzzy RDD when individuals can affect the probability of treatment

I want to evaluate the effect of getting into a program on earnings. In my case individuals that get a score above $c$ can decide weather to get into the program or not. On the other hand those that ...
Giorgetto's user avatar
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3 votes
1 answer
219 views

How does counterfactual for continuous variables work?

It is clear to me what counterfactual is and how it works for binary variables. However, I'm confused about how it works for continuous variables. For example, we are trying to estimate the effect of ...
cc88's user avatar
  • 172
4 votes
1 answer
365 views

Seemingly Unrelated Regression Estimation - Equivalent to OLS Standard errors?

In a SURE framework, if all X are the same in all regressions I was under the impression that there is no efficiency gain. Recently an assistant professor told me that the beta coefficients would be ...
Michael Gmeiner's user avatar
4 votes
1 answer
79 views

Bootstrap always valid under asymptotic Normality?

If an estimator is known to have an asymptotically normal distribution, is that sufficient for the bootstrap to be valid? It seems that is must be, but in 20 minutes of Googling I have come up empty ...
Michael Gmeiner's user avatar
1 vote
1 answer
73 views

Can Difference-in-Difference be used when the treatment effects get smaller with time since treatment?

Recently, there is an emerging line of the study said that the traditional two-way fixed effect(TWFE) is failed in a lot of case because of the heterogeneous effects of laws over time, follow some ...
Phil Nguyen's user avatar
  • 1,160
3 votes
1 answer
285 views

Subsampling vs. m out of n bootstrap

My understanding is the distinction between subsampling and the m out of n bootstrap is that subsampling draws without replacement but the m out of n bootstrap does not. If we are not in a situation ...
Michael Gmeiner's user avatar
1 vote
2 answers
372 views

Reverse DiD: or using always treated as control

I would be interested also in the generalised case, but let's start with 2x2 to keep it simple. Say you have two groups $i \in \{1,2\}$ and two time periods $t$ and $t-1$, as the classical DiD case. ...
Papayapap's user avatar
  • 1,843
2 votes
1 answer
216 views

What are the meanings of "difference-in-differences" and "causal estimand"?

In one discussion, I saw the answer containing two words that I think can be used interchangeably, but I am not sure if it's the case. I simply state in other posts that the "generalized" **...
Phil Nguyen's user avatar
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0 votes
0 answers
35 views

Advice on research methodology

I had wanted to ask this community for some advice on some potential methodologies I am developing. Context: I want to evaluate the effectiveness of a component of this scholarship program, which ...
Tara's user avatar
  • 29
0 votes
0 answers
32 views

Behavioral responses of tax policy on labour supply ( first time doing Difference in Differences)

I am trying to estimate the causal effects of the The Working Income Tax Benefit (WITB) on the labour supply of married women in Canada. The WITB is essentially equivalent to the EITC. I am looking at ...
Friendlyperson2020's user avatar
5 votes
1 answer
147 views

Skepticism about the claims of instrument variable validity/exclusion through a statistical test—the Arellano-Bond Test

I am an applied researcher and occasionally come across papers that have panel data and that use dynamic models with both a fixed-effects term and lagged DV (or multiple autoregressive terms): $y_{it} ...
Student's user avatar
  • 153
8 votes
3 answers
6k views

Identifying assumption meaning

I am hoping to get a good explanation regarding what is meant by an identifying assumption. In many articles, under empirical strategy, authors state that: we exploit firm level variation to identify ...
user508281's user avatar
2 votes
0 answers
63 views

Trade-off between "extent of controls" and "quasi-experimental"

I apologize in advance for a long and possibly misworded question. I am trying to get to something but I am not exactly sure how to explain it. Hopefully, you can bear with me and provide me with some ...
FZS's user avatar
  • 141
0 votes
0 answers
19 views

Impactful fixed-effect identification with open data

For a replication project, I am looking for impactful (and ideally somewhat recent) papers that use fixed-effects as their main identification strategy and make their data publicly available. By ...
Martin Van der Linden's user avatar