Lukáš Lafférs (Matej Bel University; Norwegian School of Economics) 27.3.2025
V rámci Research Seminar Series in Economics máme tu čest, že nám ve čtvrtek 27.3.2025 od 12:45 do 14:15 v místnosti RB437 bude přednášet Lukáš Lafférs (Matej Bel University; Norwegian School of Economics) o „Testing identification in mediation and dynamic treatment models”.
Registration is not required and anyone who would like to attend is warmly invited.
It is also possible to participate online via MS Teams at this link. In case of any connection issues, please contact lubomir.cingl@vse.cz.
ABSTRACT: We propose a test for the identification of causal effects in mediation and dynamic treatment models that is based on two sets of observed variables namely covariates to be controlled for and suspected instruments building on the test by Huber and Kueck (2022) for single treatment models. We consider models with a sequential assignment of a treatment and a mediator to assess the direct treatment effect (net of the mediator) the indirect treatment effect (via the mediator) or the joint effect of both treatment and mediator. We establish testable conditions for identifying such effects in observational data. These conditions jointly imply (1) the exogeneity of the treatment and the mediator conditional on covariates and (2) the validity of distinct instruments for the treatment and the mediator meaning that the instruments do not directly affect the outcome (other than through the treatment or mediator) and are unconfounded given the covariates. Our framework extends to post-treatment sample selection or attrition problems when replacing the mediator by a selection indicator for observing the outcome enabling joint testing of the selectivity of treatment and attrition. We propose a machine learning-based test to control for covariates in a data-driven manner and analyze its finite sample performance in a simulation study. Additionally we apply our method to Slovak labor market data and find that our testable implications are not rejected for a sequence of training programs typically considered in dynamic treatment evaluations.
BIO: Lukáš Lafférs is an associate professor at the Department of Mathematics of the Faculty of Natural Sciences at the Matej Bel University in Banská Bystrica, Slovakia. He received his PhD degree in Economics at NHH – Norwegian School of Economics i Bergen in 2014. His research interests lie mainly within the areas of econometrics, causal inference, partial identification, and labor economics.
