Search Results for author: Dmitry Arkhangelsky

Found 9 papers, 3 papers with code

Sequential Synthetic Difference in Differences

no code implementations29 Mar 2024 Dmitry Arkhangelsky, Aleksei Samkov

We propose a new estimator -- Sequential Synthetic Difference in Difference (Sequential SDiD) -- and establish its theoretical properties in a linear model with interactive fixed effects.

Flexible Analysis of Individual Heterogeneity in Event Studies: Application to the Child Penalty

1 code implementation28 Mar 2024 Dmitry Arkhangelsky, Kazuharu Yanagimoto, Tom Zohar

Third, we use the individual-level estimates as a regressor on the right-hand side to study the intergenerational elasticity of the CP between mothers and daughters.

Causal Models for Longitudinal and Panel Data: A Survey

no code implementations26 Nov 2023 Dmitry Arkhangelsky, Guido Imbens

This recent literature has focused on credibly estimating causal effects of binary interventions in settings with longitudinal data, with an emphasis on practical advice for empirical researchers.

Large-Sample Properties of the Synthetic Control Method under Selection on Unobservables

no code implementations22 Nov 2023 Dmitry Arkhangelsky, David Hirshberg

We analyze the synthetic control (SC) method in panel data settings with many units.

Design-Robust Two-Way-Fixed-Effects Regression For Panel Data

2 code implementations29 Jul 2021 Dmitry Arkhangelsky, Guido W. Imbens, Lihua Lei, Xiaoman Luo

We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns.

regression Vocal Bursts Valence Prediction

Doubly Robust Identification for Causal Panel Data Models

no code implementations20 Sep 2019 Dmitry Arkhangelsky, Guido W. Imbens

We focus on a different, complementary approach to identification where assumptions are made about the connection between the treatment assignment and the unobserved confounders.

On Policy Evaluation with Aggregate Time-Series Shocks

no code implementations31 May 2019 Dmitry Arkhangelsky, Vasily Korovkin

We develop an estimator for applications where the variable of interest is endogenous and researchers have access to aggregate instruments.

Time Series Time Series Analysis +1

Synthetic Difference in Differences

4 code implementations24 Dec 2018 Dmitry Arkhangelsky, Susan Athey, David A. Hirshberg, Guido W. Imbens, Stefan Wager

We present a new estimator for causal effects with panel data that builds on insights behind the widely used difference in differences and synthetic control methods.

Methodology

Fixed Effects and the Generalized Mundlak Estimator

no code implementations5 Jul 2018 Dmitry Arkhangelsky, Guido Imbens

We develop a new approach for estimating average treatment effects in observational studies with unobserved group-level heterogeneity.

regression

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