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Estimation of Average Treatment Effects Using Panel Data when Treatment Effect Heterogeneity Depends on Unobserved Fixed Effects

Sakaguchi, S; (2020) Estimation of Average Treatment Effects Using Panel Data when Treatment Effect Heterogeneity Depends on Unobserved Fixed Effects. Journal of Applied Econometrics 10.1002/jae.2752. (In press).

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Abstract

This paper proposes a new panel data approach to identify and estimate the time‐varying average treatment effect (ATE). The approach allows for treatment effect heterogeneity that depends on unobserved fixed effects. In the presence of this type of heterogeneity, existing panel data approaches identify the ATE for limited subpopulations only. In contrast, the proposed approach identifies and estimates the ATE for the entire population. The approach relies on the linear fixed effects specification of potential outcome equations and uses exogenous variables that are correlated with the fixed effects. I apply the approach to study the impact of a mother's smoking during pregnancy on her child's birth weight.

Type: Article
Title: Estimation of Average Treatment Effects Using Panel Data when Treatment Effect Heterogeneity Depends on Unobserved Fixed Effects
DOI: 10.1002/jae.2752
Publisher version: https://doi.org/10.1002/jae.2752
Language: English
Additional information: This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions.
UCL classification: UCL
UCL > Provost and Vice Provost Offices > UCL SLASH
UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of S&HS
UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of S&HS > Dept of Economics
URI: https://discovery.ucl.ac.uk/id/eprint/10091971
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