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摘要翻译：
用面板数据估算处理效果时，通常采用综合控制法，因为处理单元较少，可利用的后处理周期较少。目前综合控制方法的估计和推断程序不允许溢出效应的存在，而溢出效应在许多应用中似乎是合理的。在本文中，我们考虑了考虑溢出效应的综合控制方法的估计和推断。我们给出了直接处理效应和溢出效应的估计量，并证明了它们是渐近无偏的。此外，我们还提出了一个推理过程，并证明了它是渐近无偏的。我们的估计和推断程序适用于有多个治疗单元或周期的病例，并且潜在的因素模型要么是平稳的，要么是协整的。在模拟中，我们证实了溢出的存在使现有的方法有偏差并具有扭曲的大小，而我们的方法产生了适当大小的测试并保持了合理的功率。我们将我们的方法应用于一个经典的实证例子，调查加州烟草控制计划的效果，就像Abadie等人所说的那样。（2010）并发现溢出效应的证据。
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英文标题：
《Estimation and Inference for Synthetic Control Methods with Spillover
Effects》
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作者：
Jianfei Cao, Connor Dowd
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最新提交年份：
2019
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分类信息：
一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
The synthetic control method is often used in treatment effect estimation with panel data where only a few units are treated and a small number of post-treatment periods are available. Current estimation and inference procedures for synthetic control methods do not allow for the existence of spillover effects, which are plausible in many applications. In this paper, we consider estimation and inference for synthetic control methods, allowing for spillover effects. We propose estimators for both direct treatment effects and spillover effects and show they are asymptotically unbiased. In addition, we propose an inferential procedure and show it is asymptotically unbiased. Our estimation and inference procedure applies to cases with multiple treated units or periods, and where the underlying factor model is either stationary or cointegrated. In simulations, we confirm that the presence of spillovers renders current methods biased and have distorted sizes, whereas our methods yield properly sized tests and retain reasonable power. We apply our method to a classic empirical example that investigates the effect of California's tobacco control program as in Abadie et al. (2010) and find evidence of spillovers.
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PDF链接：
https://arxiv.org/pdf/1902.07343
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