Questions tagged [causal-inference]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
4 votes
1 answer
321 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
2 votes
0 answers
62 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
  • 1,781
1 vote
1 answer
186 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
  • 1,090
1 vote
3 answers
78 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