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Randomization Inference for Dynamic Causal Effects in Short Panels with Autoregressive Instruments

Picchetti, Pedro
arXiv (All) · Papers
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econometrics
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 only through the innovations of a first-order autoregressive assignment mechanism with unknown persistence. The persiste
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