Causal Models for Longitudinal and Panel Data: A Survey

Dmitry Arkhangelsky and Guido Imbens

No 31942, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: In 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, emphasizing 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.

JEL-codes: C23 (search for similar items in EconPapers)
Date: 2023-12
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