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弱工具变量下局部平均处理效应的外推AI 解读

To evaluate the effectiveness of a counterfactual policy, it is often necessary to extrapolate treatment effects on compliers to broader populations. This extrapolation relies on exogenous variation in instruments, which is often weak in practice. This limited variation leads to invalid confidence intervals that are typically too short and cannot be accurately detected by classical methods. For instance, the F-test may falsely conclude that the instruments are strong.…

面板数据的边际同质性检验AI 解读

A panel dataset satisfies marginal homogeneity if the time-specific marginal distributions are homogeneous or time-invariant. Marginal homogeneity is relevant in many economic settings, including dynamic discrete games, difference-in-differences models, and finance. In this paper, we propose several tests for the hypothesis of marginal homogeneity and investigate their properties. We consider an asymptotic framework in which the number of individuals n in the panel diverges,…

放宽无混杂性假设的一般方法AI 解读

This paper defines a general class of relaxations of the unconfoundedness assumption. This class includes several previous approaches as special cases, including the marginal sensitivity model of Tan (2006). This class therefore allows us to precisely compare and contrast these previously disparate relaxations. We use this class to derive a variety of new identification results which can be used to assess sensitivity to unconfoundedness. In particular, the prior literature…