1 citations · 1 across the 6 of their papers we have counts for
7 papers
Randomization Inference for Dynamic Causal Effects in Short Panels with Autoregressive Instruments
Pedro Picchetti
I study randomization inference for dynamic causal effects in panels with many units and few periods when treatment is endogenous and an instrument is as good as randomly assigned…
Sensitivity Analysis for Instrumental Variables Under Joint Relaxations of Monotonicity and Independence
Pedro Picchetti
In this paper I develop a breakdown frontier approach to assess the sensitivity of Local Average Treatment Effects (LATE) estimates to violations of monotonicity and independence o…
Finite Population Inference for Factorial Designs and Panel Experiments with Imperfect Compliance
Pedro Picchetti
This paper develops a finite population framework for analyzing causal effects in settings with imperfect compliance where multiple treatments affect the outcome of interest. Two p…
Microfoundations and the Causal Interpretation of Price-Exposure Designs
Luca Moreno-Louzada, Guilherme Figueira, Pedro Picchetti
This paper studies regional exposure designs that use commodity prices as instruments to study local effects of aggregate shocks. Unlike standard shift share designs that leverage…
Breakdown Analysis for Instrumental Variables with Binary Outcomes
Pedro Picchetti
This paper studies the partial identification of treatment effects in Instrumental Variables (IV) settings with binary outcomes under violations of independence. I derive the ident…
Difference-in-Discontinuities: Estimation, Inference and Validity Tests
Pedro Picchetti, Cristine C. X. Pinto, Stephanie T. Shinoki
This paper provides a formal econometric framework behind the newly developed difference-in-discontinuities design (DiDC). Despite its increasing use in applied research, there are…
Identification in Endogenous Sequential Treatment Regimes
Pedro Picchetti
This paper develops a novel nonparametric identification method for treatment effects in settings where individuals self-select into treatment sequences. I propose an identificatio…