A Potential Outcome Approach to Dynamic Programme Evaluation: Nonparametric Identification

University of St. Gallen Discussion Paper No. 2001-07

75 Pages Posted: 10 Jul 2001

See all articles by Michael Lechner

Michael Lechner

University of St. Gallen - Swiss Institute for Empirical Economic Research

Ruth Miquel

University of St. Gallen - Swiss Institute for International Economics and Applied Economic Research

Date Written: May 2001

Abstract

This paper approaches the problem of an econometric evaluation of dynamic programme sequences from an potential outcome perspective. The identifying power of several different assumptions about the connection between the dynamic selection process and the potential outcomes of different programme sequences is discussed. The assumptions invoke different types of randomisation compatible with different selection regimes. Parametric forms are not involved. When participation in the sequences is decided every period depending on the success in the past, the resulting endogeneity problem destroys nonparametric identification for many parameters of interest, so that several dynamic versions of the average treatment effects on the treated parameter are not identified. However, some interesting dynamic forms of the average treatment effect are still identified. We also present a bounds analysis to learn from the data as much as possible, even when parts of the identifying assumptions are violated.

Keywords: Dynamic treatment regimes, nonparametric, dentification, Rubin causal model, sequential randomisation

JEL Classification: C40

Suggested Citation

Lechner, Michael and Miquel, Ruth, A Potential Outcome Approach to Dynamic Programme Evaluation: Nonparametric Identification (May 2001). University of St. Gallen Discussion Paper No. 2001-07, Available at SSRN: https://ssrn.com/abstract=274825 or http://dx.doi.org/10.2139/ssrn.274825

Michael Lechner (Contact Author)

University of St. Gallen - Swiss Institute for Empirical Economic Research ( email )

Varnbuelstrasse 14
St. Gallen, 9000
Switzerland
+41 71 224 2320 (Phone)

Ruth Miquel

University of St. Gallen - Swiss Institute for International Economics and Applied Economic Research ( email )

Dufourstr. 48
St. Gallen, 9000
Switzerland

Here is the Coronavirus
related research on SSRN

Paper statistics

Downloads
117
Abstract Views
1,264
rank
261,696
PlumX Metrics