Search Results for author: Andres Santos

Found 5 papers, 1 papers with code

Overidentification in Shift-Share Designs

no code implementations25 Apr 2024 Jinyong Hahn, Guido Kuersteiner, Andres Santos, Wavid Willigrod

We further show that homogeneous effect models in short panels, and their corresponding overidentification tests, are of central importance by establishing that: (i) In heterogenous effects models, interpreting TSLS as a positively weighted average of treatment effects can impose implausible assumptions on the distribution of the data; and (ii) Alternative identifying strategies relying on long panels can prove uninformative in short panel applications.

valid

Identification and Estimation in a Class of Potential Outcomes Models

no code implementations8 Oct 2023 Manu Navjeevan, Rodrigo Pinto, Andres Santos

This paper develops a class of potential outcomes models characterized by three main features: (i) Unobserved heterogeneity can be represented by a vector of potential outcomes and a type describing the manner in which an instrument determines the choice of treatment; (ii) The availability of an instrumental variable that is conditionally independent of unobserved heterogeneity; and (iii) The imposition of convex restrictions on the distribution of unobserved heterogeneity.

valid

Standard errors when a regressor is randomly assigned

no code implementations18 Mar 2023 Denis Chetverikov, Jinyong Hahn, Zhipeng Liao, Andres Santos

In particular, when the regressor of interest is independent not only of other regressors but also of the error term, the textbook homoskedastic variance formula is valid even if the error term and auxiliary regressors exhibit a general dependence structure.

valid

Inference for Large-Scale Linear Systems with Known Coefficients

no code implementations18 Sep 2020 Zheng Fang, Andres Santos, Azeem M. Shaikh, Alexander Torgovitsky

This paper considers the problem of testing whether there exists a non-negative solution to a possibly under-determined system of linear equations with known coefficients.

Discrete Choice Models

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