Causal models for longitudinal and panel data: a survey

Author:

Arkhangelsky Dmitry1,Imbens Guido2

Affiliation:

1. CEMFI , Casado del Alsisal 5, 28014 Madrid , Spain

2. Graduate School of Business and Department of Economics, Stanford University , 655 Knight Way, Stanford, CA 94305 , USA

Abstract

Summary In this survey we discuss the recent causal panel data literature. This recent literature has focused on credibly estimating causal effects of binary interventions in settings with longitudinal data, emphasising practical advice for empirical researchers. It pays particular attention to heterogeneity in the causal effects, often in situations where few units are treated and with particular structures on the assignment pattern. The literature has extended earlier work on difference-in-differences or two-way fixed effect estimators. It has more generally incorporated factor models or interactive fixed effects. It has also developed novel methods using synthetic control approaches.

Funder

Office of Naval Research

Publisher

Oxford University Press (OUP)

Reference223 articles.

1. Semiparametric difference-in-differences estimators;Abadie;Review of Economic Studies,2005

2. Using synthetic controls: Feasibility, data requirements, and methodological aspects;Abadie;Journal of Economic Literature,2021

3. Doubly robust inference in causal latent factor models;Abadie,2024

4. Sampling-based versus design-based uncertainty in regression analysis;Abadie;Econometrica,2020

5. When should you adjust standard errors for clustering?;Abadie;Quarterly Journal of Economics,2023

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3