2 papers
econ.EM2025
Nonlinearity in Dynamic Causal Effects: Making the Bad into the Good, and the Good into the Great?
Toru Kitagawa, Weining Wang, Mengshan Xu
This paper was prepared as a comment on "Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly" by Michal Kolesár and Mikkel Plagborg-Møller. We make three c…
econ.EM2018
Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection
Arun Advani, Toru Kitagawa, Tymon Słoczyński
We consider two recent suggestions for how to perform an empirically motivated Monte Carlo study to help select a treatment effect estimator under unconfoundedness. We show theoret…