## Time Series Estimation of the Effects of Natural Experiments (2006)

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Venue: | Journal of Econometrics |

Citations: | 7 - 6 self |

### BibTeX

@ARTICLE{White06timeseries,

author = {Halbert White},

title = {Time Series Estimation of the Effects of Natural Experiments},

journal = {Journal of Econometrics},

year = {2006}

}

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### Abstract

Abstract This paper builds on the labor econometrics and classical treatment effects literatures to provide a framework supporting causal concepts and methods for estimating effects of natural experiments operating over time in an explicitly dynamic time-series context. We examine conditions for the construction of covariates instrumental in identifying effects of interest that lead to new tests for unconfoundedness, a key condition for the identification of causal effects that we link to the concept of Granger non-causality. Our new tests for unconfoundedness are useful in both cross-section and dynamic time-series settings. Acknowledgments: The author is grateful for the comments and suggestions of the editor, two anony-