Credit Markets Property Rights and the Commons — expanded estimators
Archive index · Regression tests · Results & settings (JSON) · Methods & code
Noack and Costello (2024), JPE. https://doi.org/10.1086/729065
1 specification. Effects are in outcome standard deviations; intervals are 95%.
Treatment adoption
S20-P001: seeded sample of 100 of 723 eligible units. Purple untreated; yellow treated; white unobserved.
CMPRC-CSA-NOTYET
38,319 observations · 723 units · 47 clusters · 529 treated / 194 control units.
Estimate comparison
| Estimator | Estimate (SDs) | SE | 95% CI | Averaging |
|---|---|---|---|---|
| Static TWFE | -0.455 | 0.069 | [-0.595, -0.315] | Coefficient |
| Dynamic TWFE | -0.510 | 0.085 | [-0.681, -0.338] | Treated cells |
| BJS / did2s | -0.522 | 0.086 | [-0.695, -0.350] | Treated cells |
| Sun–Abraham | -0.514 | 0.064 | [-0.643, -0.385] | Treated cells |
| CS-DID (equal event-time) | -0.393 | 0.093 | [-0.576, -0.210] | Equal post-event times |
| CS-DID (treated cells) | -0.490 | 0.078 | [-0.643, -0.337] | Treated cells |
| SDID | -0.503 | 0.078 | [-0.626, -0.331] | Treated cells |
| Matrix completion | -0.511 | 0.088 | [-0.660, -0.302] | Treated cells |
| Horizontal ridge | 0.032 | 0.081 | [-0.120, 0.205] | Treated cells |
| Multisynth (cohort-averaged) | -0.473 | 0.116 | [-0.706, -0.251] | Treated cells |
| Multisynth (individual) | -0.357 | 0.148 | [-0.651, -0.084] | Treated cells |
Event studies
Periods −10 to +10; pointwise 95% intervals where available.
