Questions tagged [heterogeneity]
The heterogeneity tag has no usage guidance.
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Heterogeneity analysis for a randomised experiment
Suppose that you are planning a randomised experiment and will estimate how effects vary with baseline covariates. One simple approach uses interactions. That is, if $Y_i$ denotes the outcome of ...
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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, ...
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Difference between Quantile Regression and Endogenous Stratification
I have a question that stems from an ongoing experiment I'm conducting, focusing on treatment heterogeneity.
Initially, my approach involved considering a beyond-mean analysis utilizing quantile ...
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How to add interaction term into staggered DID (differentiate the effect between large company and small company)
I have a staggered DID model as follows:
Here I is an indicator of whether the distance of the calendar year from the event year equals to q ( where q takes -3 to +3 and is my time window ). \delta ...
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Heterogeneous treatment effects with two post-treatment time and without never-treated groups
I am trying to evaluate a policy with staggered policy time (the policy was implemented in two different years), and there are no never-treated groups. The data (four-time period, highly unbalanced - ...
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HANK model references
Do you have references (lecture notes, books, codes or anything) about Heterogenous agents NK models?
Thank you
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HANK model lecture notes + code
Can someone recommand me good lecture notes to understand macroeconomic heterogenous agent models such as HANK models (not TANK models, I know how them). Also if you know where I could find some codes ...
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Adjusting categorical household income variable for interaction effects
For a research project (RCT) I am working on, I'm trying to identifying how different demographic groups differed in their performance on certain indices over time (like finance, health etc - measured ...
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Quarterly regression, year-fixed effects
I am trying to inspect the heterogeneous effects of a USA-based shock on a panel of countries using quarterly panel data. My variables of interest are the USA-based shock (which has only temporal ...
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Search and Matching model with 2 agents?
I would like to know if you know any model with Search and matching framework (Mortenses-Pisarides style) with 2 types of workers (like Ricardian and rule of thumb consumers for exemple) ? I would ...
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Why does a model that is used for policy analysis needs its shocks and parameters to be structural (= invariant) to the shock under consideration?
In their paper, " New Keynesian Models: Not Yet Useful for Policy Analysis"
V. V. Chari, Patrick J. Kehoe, and Ellen R. McGrattan
argue that one needs a structural model in order to analyse the ...
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Wealth Distribution and market incompletness
From the literature of incomplete market (e.g. Aiyagary 1993,1994), it seems to be the case that:
With complete markets, the capital distribution in the final steady
state depends on the distribution ...
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Can heterogeneous prices be consistent with competitive equilibrium?
I do not want to put many constraints on the structure of the problem, except by defining a competitive equilibrium as such where firms are price takers in the factor and good(s) market, and, perhaps (...
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Continuum limit of a weighted mean of heterogeneous discount factors
I try to find the limit of the following expression of a weighted mean of a series of discount rate $\rho_{i}$
Here is the expression ;
$$\rho_{\eta}\left(t\right)=\frac{\sum_{i}^{N}\rho_{i}\left(\...
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