Confidence Intervals of Treatment Effects in Panel Data Models with Interactive Fixed Effects
交互固定效应面板模型中处理效应的置信区间
We consider the construction of confidence intervals for treatment effects estimated using panel models with interactive fixed effects. We first use the factor-based matrix completion technique proposed by Bai and Ng (2021) to estimate the treatment effects, and then use bootstrap method to construct confidence intervals of the treatment effects for treated units at each post-treatment period. Our construction of confidence intervals requires neither specific distributional…