Causal models for longitudinal and panel data: a survey

Dmitry Arkhangelsky and Guido Imbens

The Econometrics Journal, 2024, vol. 27, issue 3, C1-C61

Abstract: SummaryIn this survey we discuss the recent causal panel data literature. This recent literature has focused on credibly estimating causal effects of binary interventions in settings with longitudinal data, emphasising practical advice for empirical researchers. It pays particular attention to heterogeneity in the causal effects, often in situations where few units are treated and with particular structures on the assignment pattern. The literature has extended earlier work on difference-in-differences or two-way fixed effect estimators. It has more generally incorporated factor models or interactive fixed effects. It has also developed novel methods using synthetic control approaches.

Keywords: Causal effects; difference in differences; factor models; panel data; synthetic control methods; two-way fixed effects (search for similar items in EconPapers)
Date: 2024
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