4 papers · 1 filter
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…
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…
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…