{"title":"Factor-augmented Bayesian treatment effects models for panel outcomes","authors":"Helga Wagner , Sylvia Frühwirth-Schnatter , Liana Jacobi","doi":"10.1016/j.ecosta.2022.04.003","DOIUrl":null,"url":null,"abstract":"<div><p>A new, flexible model for inference of the effect of a binary treatment on a continuous outcome observed over subsequent time periods is proposed. The model allows to separate the associations due to endogeneity under treatment selection and additional longitudinal association of the outcomes, thus yielding unbiased estimates of dynamic treatment effects if both sources of association are present. The performance of the proposed method is investigated on simulated data and employed to re-analyze data on the longitudinal effects of a long maternity leave on mothers’ earnings after their return to the labour market.</p></div>","PeriodicalId":54125,"journal":{"name":"Econometrics and Statistics","volume":"28 ","pages":"Pages 63-80"},"PeriodicalIF":2.0000,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Econometrics and Statistics","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S2452306222000430","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"ECONOMICS","Score":null,"Total":0}
引用次数: 0
Abstract
A new, flexible model for inference of the effect of a binary treatment on a continuous outcome observed over subsequent time periods is proposed. The model allows to separate the associations due to endogeneity under treatment selection and additional longitudinal association of the outcomes, thus yielding unbiased estimates of dynamic treatment effects if both sources of association are present. The performance of the proposed method is investigated on simulated data and employed to re-analyze data on the longitudinal effects of a long maternity leave on mothers’ earnings after their return to the labour market.
期刊介绍：
Econometrics and Statistics is the official journal of the networks Computational and Financial Econometrics and Computational and Methodological Statistics. It publishes research papers in all aspects of econometrics and statistics and comprises of the two sections Part A: Econometrics and Part B: Statistics.
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