Replication data for: Pre-event Trends in the Panel Event-Study Design
Principal Investigator(s): View help for Principal Investigator(s) Simon Freyaldenhoven; Christian Hansen; Jesse M. Shapiro
Version: View help for Version V1
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| datastore | 12/07/2019 08:32:AM | ||
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Project Description
Summary:
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We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to the policy variable of interest. We provide sufficient conditions to identify the causal effect of the policy by exploiting covariates related to the policy only through the confounds. Our model implies a set of moment equations that are linear in parameters. The effect of the policy can be estimated by 2SLS, and causal inference is valid even when endogeneity leads to pre-event trends ("pre-trends") in the outcome. Alternative approaches perform poorly in our simulations.
Scope of Project
JEL Classification:
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C23 Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
C26 Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation
C23 Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
C26 Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation
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