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Cited by 31Advanced Causal Inference TechniquesStatistical Methods and InferenceSpatial and Panel Data Analysis

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Specification tests for the propensity score

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Sant’Anna, Pedro H.C., Song, Xiaojun·2019·Journal of Econometrics
DOI 10.1016/j.jeconom.2019.02.002
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  • Using the propensity score specification tests proposed by Sant'Anna and Song (2019), we fail to reject the null hypothesis that these models are correctly specified at the usual significance levels.

    “Using the propensity score specification tests proposed by Sant'Anna and Song (2019), we fail to reject the null hypothesis that these models are correctly specified at the usual significance levels.”

    From Difference-in-Differences with multiple time periods (2021) · cites this paper as Sant'Anna and Song (2019)

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Research works printed but not linked: 55

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Metadata

Authors
Sant’Anna, P. H. C., & Song, X.
Affiliations
  • Vanderbilt University (US)
  • Peking University (CN)
Corresponding author
Song, Xiaojun
ORCID
Venue
Journal of Econometrics
Publisher
Elsevier BV
Published
2019-06
Volume
210
Issue
2
Pages
379-404
ISSN
0304-4076 (ISSN-L)
DOI
10.1016/j.jeconom.2019.02.002
OpenAlex
W2554640003
Cited by
31
References
3
Citations by year
2026: 6 · 2025: 6 · 2024: 5 · 2023: 1 · 2022: 5 · 2021: 1 · 2020: 4 · 2019: 1
FWCI
2.15
Type
journal article
Language
en
Open access
Licence
Locations
  • Journal of Econometrics (publishedVersion)
  • arXiv (Cornell University) (submittedVersion)
  • RePEc: Research Papers in Economics (submittedVersion)
Funders
  • Spanish Plan Nacional de I+D+I (ECO2014-55858-P)
  • National Natural Science Foundation of China (71532001)
  • Key Laboratory of Mathematical Economics and Quantitative Finance (Peking University), Ministry of Education
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
  • Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
Keywords
propensity score, specification tests, treatment effect estimation, asymptotic validity, curse of dimensionality, local alternatives, tangent space, nuisance parameters, multiplier bootstrap, critical values, high-dimensional covariates

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