5 papers
Attenuated Heterogeneity in Fixed-Effects Causal Forests, and a Cross-Fitted Correction
Harry Aytug
Causal forests that estimate conditional average treatment effects by averaging honest leaf-level effects across trees are widely used in fixed-effects panel settings. We show that…
A Fixed-Effects Causal Forest for Staggered Adoption, with an Application to Medicaid Expansion
Harry Aytug
Difference-in-differences with staggered adoption identifies group-time average treatment effects ATT(g,t) by comparing each cohort to units not yet treated, which avoids the "forb…
To Adopt or Not to Adopt: Heterogeneous Trade Effects of the Euro
Harry Aytug
Two decades of research on the euro's trade effects have produced estimates ranging from 4% to 30%, with no consensus on the magnitude. We find evidence that this divergence may re…
United in Currency, Divided in Growth: Dynamic Effects of Euro Adoption
Harry Aytug
Does euro adoption affect long-run economic growth? Existing evidence is mixed, reflecting limited treated countries, long horizons that challenge inference, and heterogeneity acro…
causalfe: Causal Forests with Fixed Effects in Python
Harry Aytug
The causalfe package provides a Python implementation of Causal Forests with Fixed Effects (CFFE) for estimating heterogeneous treatment effects in panel data settings. Standard ca…