1 citations · 1 across the 8 of their papers we have counts for
9 papers
An Adversarial Approach to Identification, Computation, and Inference in Models with a Linear-in-Measures Representation
Irene Botosaru, Isaac Loh, Chris Muris
We develop a framework for identification, computation, and inference in econometric models with a linear-in-measures representation. These models express maintained restrictions a…
Moments of Random Coefficients in Short Panels
Irene Botosaru, James L. Powell
We study identification and estimation of moments of random coefficients in short linear panels, allowing the number of heterogeneous coefficients to exceed the number of equations…
Correlated Random Coefficient Distributions in Linear Panel Models
Irene Botosaru, James L. Powell
We consider a static linear panel model with both correlated and uncorrelated random coefficients, where the former can depend arbitrarily on observable regressors while the latter…
Event Studies with Feedback
Irene Botosaru, Laura Liu
Event studies often conflate direct treatment effects with indirect effects operating through endogenous covariate adjustment. We develop a dynamic panel event study framework that…
Time-Varying Heterogeneous Treatment Effects in Event Studies
Irene Botosaru, Laura Liu
This paper examines the identification and estimation of heterogeneous treatment effects in event studies, emphasizing the importance of both lagged dependent variables and treatme…
An Adversarial Approach to Identification
Irene Botosaru, Isaac Loh, Chris Muris
We introduce a new framework for characterizing identified sets of structural and counterfactual parameters in econometric models. By reformulating the identification problem as a…
Forecasted Treatment Effects
Irene Botosaru, Raffaella Giacomini, Martin Weidner
We consider estimation and inference of the effects of a policy in the absence of an untreated or control group. We obtain unbiased estimators of individual (heterogeneous) treatme…
Identification of time-varying counterfactual parameters in nonlinear panel models
Irene Botosaru, Chris Muris
We develop a general framework for the identification of counterfactual parameters in a class of nonlinear semiparametric panel models with fixed effects and time effects. Our meth…
Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares
Irene Botosaru, Chris Muris, Krishna Pendakur
We provide new results showing identification of a large class of fixed-T panel models, where the response variable is an unknown, weakly monotone, time-varying transformation of a…