# Questions tagged [causality]

The relationship between cause and effect.

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### Staggered difference-in-difference for binary outcome and time-to-outcome

I am trying to find out the effect of a training program for employees by answering 2 questions: Does taking training increase the probability of an employee getting promoted? Does taking training ...
• 121
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 ...
1 vote
57 views

### Abadie's Kappa (2003) for continuous treatments / IVs

Does somebody know if there exist results and estimators to deal with controls in IV estimation under heterogeneous treatment effects, analogous to Abadie's Kappa (2003) for the binary case? Abadie, ...
• 1,843
1 vote
94 views

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### Where to find a list of U.S. policy changes for causal studies?

I'm currently trying to figure how the topic of my paper, which is supposed to be related to policy evaluation (causal inference). I thought it would be great if I could first obtain a list of recent ...
• 316
1 vote
19 views

### One Treated Unit That Becomes Untreated

Suppose I have a set of units $n_i, i = 1,...,N$. One unit was receiving a treatment $n_j = 1$ at times $t=1$ to $t=\tau$. All other units never received the treatment so $\forall t, n_i=0,i\neq j$. ...
• 33
57 views

### Stock return predictability. Why do papers continue to use Granger Causality tests

There is a long literature on stock return predicabtility. When I read papers I see lots of authors still using granger causality tests. It is still prominently taught in undergrad and grad classess....
• 136
574 views

### Difference-in-differences with long time horizon and repeated treatments

I have a high-frequency panel dataset on the order of $i=150$ and $t=5000$. I am interested in studying the causal impact of a treatment with the following characteristics: The same unit can be ...
• 133
139 views

### How time zones affects causality?

Considering that markets open in different time zones, in general the opening and closing times are different. I suppose that a stock market opening later (in the same day) receive information on the ...
• 253
1 vote
61 views

### Justification for my Random Effects estimation

I need to defend my use of the Random Effects (RE) estimator in my economics project. I've been told in cross validated that the proper place for the question is here. The causal effect of the ...
• 329
160 views

### Does mathematical education imply a better salary?

In some sense this is a follow-up to Correlation between salary level and housing prices in a town There I was reminded to ask for causality, not correlation. I am interested in the causal effect of ...
• 579
1 vote
139 views

### How to estimate loss of customers due to customer support inefficiency?

I have a data about customers and their activity on a website for a two-year period. Also, I have a customer support work evaluation data for a shorter period of that two-year period. The question is: ...
613 views

### The relation between econometrics and machine learning

In my understanding the utility of econometrics versus machine learning is generally argued to be the research of causality. If I'm not wrong, when we put aside experimental economics, the golden ...
• 161
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### I'm studying the effect of a law on a sector: how do I select the control group?

I'm planning on using a regression discontinuity design (RDD) to estimate the impact of a sector-specific law on the firms in that sector. I need to create a control group and I have read somewhere in ...
• 39
101 views

### Looking for discussion on equilibrium vs dynamic models in econometrics

I'm a statistician/machine learning scientist more familiar with molecular bio than economics. Trying to find out if an issue I perceive in bio modeling also occurs in econometric modeling. A common ...
• 131
1 vote
170 views

### Difference in Regression Discontinuity Estimates

Suppose I run a regression discontinuity design (RDD) for two different samples - say, separately for regions A and B of the same country. I get RDD estimates that are statistically significant in ...
• 11
1 vote
44 views

### Partial least square structural equation modeling

The Partial least square structural equation modeling (PLS-PM, PLS-SEM) method to structural equation modeling allows estimating complex cause-effect relationship models with latent variables. This ...
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45 views

### Estimating causal effect for educated people on wages

I have a problem regarding causation and effect. I have a linear model $wage=\beta_0+\beta_1educ+\beta_2female+\beta_3hourseworked+errorterm$ When I need to estimate the causal effect for educated ...
• 101
333 views

### When can economists claim to "understand" an event or phenomenon?

It's a common refrain that economists still don't have a solid grasp of the causes of business cycles (in particular, the Great Depression), despite decades of serious study. What would it take to say ...
• 401
69 views

### Group contamination in Regression Discontinuity

I'm an undergraduate student I have an empirical question regarding Regression Discontinuity and Diff-in-Diff methods. I'm currently evaluating the impact on fertility of a Conditional Cash Transfer ...
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