Treatment Effects in Interactive Fixed Effects Models

29 Jun 2020 Callaway Brantly Karami Sonia

This paper considers identifying and estimating the Average Treatment Effect on the Treated (ATT) in interactive fixed effects models. We focus on the case where there is a single unobserved time-invariant variable whose effect is allowed to change over time, though we also allow for time fixed effects and unobserved individual-level heterogeneity... (read more)

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