Estimating the Intensive Margin Effect in Panel Data Settings

Javier Viviens

Papers from arXiv.org

Abstract: Many policies operate through two different channels: the extensive margin (e.g., the decision to participate) and the intensive margin (e.g., the intensity of the response among participants). This paper develops a novel identification strategy to estimate the intensive margin effect in panel data settings. I adapt the Horowitz-Manski-Lee bounds to the Changes-in-Changes framework to partially identify both the average and quantile intensive margin treatment effects. Additionally, I explore how to leverage multiple sources of sample selection to relax the monotonicity assumption in the original Horowitz-Manski-Lee bounds, which may be of independent interest. Alongside the identification strategy, I present estimators and inference results. I illustrate the relevance of the proposed methodology by analyzing a job training program in Colombia.

Date: 2025-02, Revised 2026-02
New Economics Papers: this item is included in nep-ecm
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