Discussion of “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Sílvia Gonçalves and Serena Ng
I argue that the PUP approach proposed by Goncalves and Ng is not only useful for reducing the mean squared error of treatment effect estimators but can also be motivated from an identification perspective when units select into treatment based on past shocks.
Authors
- Kaspar Wüthrich (ORCID: https://orcid.org/0000-0001-9196-4582)
Institutions
- University of California San Diego (US)
Publication Details
- Journal
- Journal of Business and Economic Statistics
- Published
- 2024-09-20
- DOI
- https://doi.org/10.1080/07350015.2024.2362922
- Primary Topic
- Advanced Statistical Methods and Models
- Type
- article
- Field-Weighted Citation Impact
- 0.00