Retrospective Causal Inference Via Matrix Completion, with an Evaluation of the Effect of European Integration on Cross-Border Employment

@article{Poulos2021RetrospectiveCI,
  title={Retrospective Causal Inference Via Matrix Completion, with an Evaluation of the Effect of European Integration on Cross-Border Employment},
  author={Jason Poulos and Andrea Albanese and Andrea Mercatanti and Fan Li},
  journal={SSRN Electronic Journal},
  year={2021}
}
IZA DP No. 14472 JUNE 2021 Retrospective Causal Inference via Matrix Completion, with an Evaluation of the Effect of European Integration on Cross-Border Employment We propose a method of retrospective counterfactual imputation in panel data settings with later-treated and always-treated units, but no never-treated units. We use the observed outcomes to impute the counterfactual outcomes of the later-treated using a matrix completion estimator. We propose a novel propensity-score and elapsed… 

Figures and Tables from this paper

References

SHOWING 1-10 OF 65 REFERENCES
Matrix Completion Methods for Causal Panel Data Models
TLDR
A class of estimators that uses the observed elements of the matrix of control outcomes corresponding to untreated unit/periods to predict the "missing" elements ofThe matrix, corresponding to treated units/ periods is developed, which generalizes results from the matrix completion literature by allowing the patterns of missing data to have a time series dependency structure.
Generalized Synthetic Control Method: Causal Inference with Interactive Fixed Effects Models
Difference-in-differences (DID) is commonly used for causal inference in time-series cross-sectional data. It requires the assumption that the average outcomes of treated and control units would have
A Bracketing Relationship between Difference-in-Differences and Lagged-Dependent-Variable Adjustment
Difference-in-differences is a widely used evaluation strategy that draws causal inference from observational panel data. Its causal identification relies on the assumption of parallel trends, which
Matching As An Econometric Evaluation Estimator: Evidence from Evaluating a Job Training Programme
This paper considers whether it is possible to devise a nonexperimental procedure for evaluating a prototypical job training programme. Using rich nonexperimental data, we examine the performance of
Exchange rate effects on cross-border commuting: evidence from the Swiss–Italian border
Are cross-border workers responsive to changes in the exchange rate between the home and host countries’ currencies? I answer this question by examining the effects of the appreciation of the Swiss
Panel Data Models With Interactive Fixed Effects
  • J. Bai
  • Economics, Mathematics
  • 2009
This paper considers large N and large T panel data models with unobservable multiple interactive effects, which are correlated with the regressors. In earnings studies, for example, workers'
Estimation of Causal Effects using Propensity Score Weighting: An Application to Data on Right Heart Catheterization
  • K. Hirano, G. Imbens
  • Economics, Mathematics
    Health Services and Outcomes Research Methodology
  • 2004
We consider methods for estimating causal effects of treatments when treatment assignment is unconfounded with outcomes conditional on a possibly large set of covariates. Robins and Rotnitzky (1995)
Program evaluation and causal inference with high-dimensional data
TLDR
This paper shows that a key ingredient enabling honest inference is the use of orthogonal or doubly robust moment conditions in estimating certain reduced form functional parameters, and provides results on honest inference for (function-valued) parameters within this general framework where any high-quality, modern machine learning methods can be used to learn the nonparametric/high-dimensional components of the model.
ARCO: An Artificial Counterfactual Approach for High-Dimensional Panel Time-Series Data
We consider a new, flexible and easy-to-implement method to estimate thecausal effects of an intervention on a single treated unit when a control group is not available and which nests previous
The Trade Effects of Border Controls: Evidence from the European Schengen Agreement
The Schengen Agreement is an important milestone in the European integration process. The purpose is to facilitate the flow of goods, services, and persons across intra-European borders. How
...
...