Avances en Estimación Causal: Diferencias en Diferencias, Control Sintético e Instrumentos Bartik
Course, Banco de México, 2023
Noticias
Contenido
Capítulo 1. Diferencias en diferencias
Referencias principales
- Cunningham, S. (2021). Causal inference: The mixtape. Yale university press.
- de Chaisemartin, Clément and d’Haultfoeuille, Xavier, Credible Answers to Hard Questions: Differences-in-Differences for Natural Experiments.
- Roth, J., Sant’Anna, P. H., Bilinski, A., & Poe, J. (2023). What’s trending in difference-in-differences? A synthesis of the recent econometrics literature. Journal of Econometrics.
- Olden, A., & Møen, J. (2022). The triple difference estimator. The Econometrics Journal, 25(3), 531-553.
Referencias adicionales
- De Chaisemartin, C., & d’Haultfoeuille, X. (2023). Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: A survey . The Econometrics Journal, 26(3), C1-C30.
Capítulo 2. Heterogeneidad y adopción escalonada
Referencias principales
- Angrist, J. D., & Pischke, J. S. (2009). Mostly harmless econometrics: An empiricist’s companion. Princeton university press.
- Borusyak, K., Jaravel, X., & Spiess, J. (2021). Revisiting event study designs: Robust and efficient estimation. arXiv preprint arXiv:2108.12419. *Presentación
- Callaway, B., & Sant’Anna, P. H. (2021). Difference-in-differences with multiple time periods. Journal of econometrics, 225(2), 200-230.
- Goodman-Bacon, A. (2021). Difference-in-differences with variation in treatment timing. Journal of Econometrics, 225(2), 254-277.
- Cengiz, D., Dube, A., Lindner, A., & Zipperer, B. (2019). The effect of minimum wages on low-wage jobs. The Quarterly Journal of Economics, 134(3), 1405-1454.
- Dube, A., Girardi, D., Jorda, O., & Taylor, A. M. (2023). A local projections approach to difference-in-differences event studies (No. w31184). National Bureau of Economic Research.
Referencias adicionales
- Sun, L., & Abraham, S. (2021). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics, 225(2), 175-199.
- De Chaisemartin, C., & d’Haultfoeuille, X. (2020). Two-way fixed effects estimators with heterogeneous treatment effects. American Economic Review, 110(9), 2964-2996.
- Sant’Anna, P. H., & Zhao, J. (2020). Doubly robust difference-in-differences estimators. Journal of Econometrics, 219(1), 101-122.
- Wooldridge, J. M. (2021). Two-way fixed effects, the two-way mundlak regression, and difference-in-differences estimators. Available at SSRN 3906345.
- Cengiz, D., Dube, A., Lindner, A., & Zipperer, B. (2019). The effect of minimum wages on low-wage jobs. The Quarterly Journal of Economics, 134(3), 1405-1454.
- Dube, A., Girardi, D., Jorda, O., & Taylor, A. M. (2023). A local projections approach to difference-in-differences event studies (No. w31184). National Bureau of Economic Research.
Aplicación
- Base de datos
- Código Stata
- Código R
- Presentación DD apilado y proyección local
- Base de datos para stacked DID y proyección local
- Código Stata para stacked DID y proyección local
Capítulo 3. Estudio de evento
Referencias principales
- Freyaldenhoven, S., Hansen, C., Pérez, J. P., & Shapiro, J. M. (2021). Visualization, identification, and estimation in the linear panel event-study design (No. w29170). National Bureau of Economic Research.
- Presentacion
- Videos
- Schmidheiny, K., & Siegloch, S. (2023). On event studies and distributed‐lags in two‐way fixed effects models: Identification, equivalence, and generalization. Journal of Applied Econometrics, 38(5), 695-713.
- Rambachan, A., & Roth, J. (2023). A more credible approach to parallel trends. Review of Economic Studies, rdad018.
Referencias adicionales
- Gardner, J. (2022). Two-stage differences in differences. arXiv preprint arXiv:2207.05943.
- Freyaldenhoven, S., Hansen, C., & Shapiro, J. M. (2019). Pre-event trends in the panel event-study design. American Economic Review, 109(9), 3307-38.
- Roth, J. (2022). Pretest with caution: Event-study estimates after testing for parallel trends. American Economic Review: Insights, 4(3), 305-22
- Marcus, M., & Sant’Anna, P. H. (2021). The role of parallel trends in event study settings: An application to environmental economics. Journal of the Association of Environmental and Resource Economists, 8(2), 235-275.
- Sun, L., & Shapiro, J. M. (2022). A linear panel model with heterogeneous coefficients and variation in exposure. Journal of Economic Perspectives, 36(4), 193-204.
Aplicación
Capítulo 4. Control sintético
Referencias principales
- Abadie, A., & Vives-i-Bastida, J. (2022). Synthetic controls in action. arXiv preprint arXiv:2203.06279.
- Cattaneo, M. D., Feng, Y., Palomba, F., & Titiunik, R. (2022). scpi: Uncertainty Quantification for Synthetic Control Methods. arXiv preprint arXiv:2202.05984.
Referencias adicionales
- Abadie, A. (2021). Using synthetic controls: Feasibility, data requirements, and methodological aspects. Journal of Economic Literature, 59(2), 391-425.
- Gobillon, L., & Magnac, T. (2016). Regional policy evaluation: Interactive fixed effects and synthetic controls. Review of Economics and Statistics, 98(3), 535-551.
- Callaway, B., & Karami, S. (2023). Treatment effects in interactive fixed effects models with a small number of time periods. Journal of Econometrics, 233(1), 184-208.
- Arkhangelsky, D., Athey, S., Hirshberg, D. A., Imbens, G. W., & Wager, S. (2021). Synthetic difference-in-differences. American Economic Review, 111(12), 4088-4118.
Aplicación
Capítulo 5. Instrumentos “Shift Share”
Referencias principales
- Goldsmith-Pinkham, P., Sorkin, I., & Swift, H. (2020). Bartik instruments: What, when, why, and how. American Economic Review, 110(8), 2586-2624.
- Borusyak, K., Hull, P., & Jaravel, X. (2022). Quasi-experimental shift-share research designs. The Review of Economic Studies, 89(1), 181-213.
- Borusyak, K., & Hull, P. (2020). Non-random exposure to exogenous shocks: Theory and applications (No. w27845). National Bureau of Economic Research.
Presentaciones (Mixtape Sessions)
Aplicación
- Código
- Autor, D. H., Dorn, D., & Hanson, G. H. (2013). The China syndrome: Local labor market effects of import competition in the United States. American economic review, 103(6), 2121-2168.