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因果面板数据模型的双重稳健识别

Doubly robust identification for causal panel data models

Econometrics Journal · 2022
被引 19
人大 BABS 3

中文导读

研究面板数据中因果效应的识别与估计,提出基于处理分配与未观测混杂因素关系的识别假设,并开发双重稳健方法,适用于需要处理混杂偏倚的实证研究。

Abstract

Summary We study identification and estimation of causal effects in settings with panel data. Traditionally, researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and the observed and unobserved confounders. We focus on a different, complementary approach to identification, where assumptions are made about the connection between the treatment assignment and the unobserved confounders. Such strategies are common in cross-section settings, but rarely used with panel data. We introduce different sets of assumptions that follow the two paths to identification and develop a double robust approach. We propose estimation methods that build on these identification strategies.

面板数据因果推断计量经济学识别策略双重稳健估计