Data Science Tutorial: Estimating Variance for Synthetic Control Models under Heteroskedasticity
6:12
YouTubeJonathan.Interviews
Data Science Tutorial: Estimating Variance for Synthetic Control Models under Heteroskedasticity
When we use causal inference methods for panel data—like Synthetic Controls or Two-Way Fixed Effects—different variance estimators can yield meaningfully different confidence intervals. This happens in part because variance estimators themselves have sampling variance. Building on a framework by Almeida, Athey, Imbens, et al. (2025), I've ...
1 day ago
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