内容提示: Two-way f i xed ef f ects estimators with heterogeneoustreatment ef f ects ∗Clément de Chaisemartin † Xavier D’Haultfœuille ‡March 5, 2020AbstractLinear regressions with period and group f i xed ef f ects are widely used to estimate treat-ment ef f ects. We show...
Chaisemartin, Clément de, and Xavier D’Haultfoeuille. “Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects.” American Economic Review 110, no. 9 (September 2020): 2964–96. 同时推荐他们2018年的那篇RES。 以后做双向FE都要加一个稳健性检验了。 感觉自己今天又是比较上进的一天...
论文标题中的“Two-Way Fixed Effects Estimators”,就是所谓“双向固定效应估计量”(既控制个体固定效应,也控制时间固定效应,故名“双向”),这是估计静态面板(static panel)的主流方法。双向固定效应模型也常用于估计“处理效应”(treatment effects)。事实上,通常的“双重差分法”(Difference-in-Differences,简记DID)...
A Note on Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects I use a generalized decomposition of the Two-Way Fixed Effects (TWFE) estimator to show that it is a weighted sum of five different types of two-by-two com... A Fabre - 《Tse Working Papers》 被引量: 0...
Two-way fixed effects estimators with heterogeneous treatment effects. Am. Econ. Rev. 110(9), 2964–2996. https://doi.org/10.1257/aer.20181169 (2020). Article Google Scholar Peng, Y. Should we have a second child? Reproductive decisions and family negotiation under China’s two-child ...
Two-way fixed effects estimators with heterogeneous treatment effects[J]. American Economic Review, 2020, 110(9): 2964-96. -PDF- Vella F, Verbeek M. Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men[J]. Journal of Applied Econometrics, ...
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting proceduresCCE estimatorfactor numbermaximum testpanel factor-augmented estimatortwo-way fixed effects estimatorEmpirical researchers may wonder whether or not a two-way fixed effects estimator (with individual...
estimators with heteroscedastic test statistics: an examina- tion of the effects of non-normality and heterogeneity in the non-orthogonal two-way ANOVA ... WM Luh,JH Guo - 《British Journal of Mathematical & Statistical Psychology》 被引量: 57发表: 2001年 Using Johnson's transformation and rob...
de Chaisemartin, C and D’Haultfoeuille, X (2020a). American Economic Review, vol. 110, no. 9.Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects. de Chaisemartin, C and D’Haultfoeuille, X (2020b).Two-way fixed effects regressions with several treatments. ...
way fixed effects estimator equals a weighted average of all possible two-group/two-period DD estimators in the data. A causal interpretation of twoway fixed effects DD estimates requires both a parallel trends assumption and treatment effects that are constant over time. I show how to decompose...