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Guido Imbens

Global rank #380 99%

Institution: Stanford University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://elsa.berkeley.edu/~imbens/

First Publication: 1994

Most Recent: 2022

RePEc ID: pim4 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.40 1.01 0.40 0.00 4.02
Last 10 Years 2.41 5.70 1.07 0.00 22.12
All Time 11.80 25.04 3.92 0.00 101.18

Publication Statistics

Raw Publications 46
Coauthorship-Adjusted Count 40.93

Publications (46)

Year Article Journal Tier Authors
2022 Design-based analysis in Difference-In-Differences settings with staggered adoption Journal of Econometrics A 2
2021 Synthetic Difference-in-Differences American Economic Review S 5
2021 Matrix Completion Methods for Causal Panel Data Models Journal of the American Statistical Association B 5
2020 Sampling‐Based versus Design‐Based Uncertainty in Regression Analysis Econometrica S 4
2020 External Validity in Fuzzy Regression Discontinuity Designs Journal of Business & Economic Statistics A 2
2020 Identification and Efficiency Bounds for the Average Match Function Under Conditionally Exogenous Matching Journal of Business & Economic Statistics A 3
2019 Comment on: “The Blessings of Multiple Causes” by Yixin Wang and David M. Blei Journal of the American Statistical Association B 3
2019 Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs Journal of Business & Economic Statistics A 2
2019 Optimized Regression Discontinuity Designs Review of Economics and Statistics A 2
2018 Exact p-Values for Network Interference Journal of the American Statistical Association B 3
2017 Estimating Average Treatment Effects: Supplementary Analyses and Remaining Challenges American Economic Review S 4
2016 Matching on the Estimated Propensity Score Econometrica S 2
2016 Robust Standard Errors in Small Samples: Some Practical Advice Review of Economics and Statistics A 2
2015 A Measure of Robustness to Misspecification American Economic Review S 2
2015 Identification and Inference With Many Invalid Instruments Journal of Business & Economic Statistics A 5
2015 Matching Methods in Practice: Three Examples Journal of Human Resources A 1
2014 Inference for Misspecified Models With Fixed Regressors Journal of the American Statistical Association B 3
2014 Complementarity and aggregate implications of assortative matching: A nonparametric analysis Quantitative Economics B 3
2013 Social Networks and the Identification of Peer Effects Journal of Business & Economic Statistics A 2
2013 Rejoinder Journal of Business & Economic Statistics A 2
2012 A Martingale Representation for Matching Estimators Journal of the American Statistical Association B 2
2012 Clustering, Spatial Correlations, and Randomization Inference Journal of the American Statistical Association B 4
2012 Optimal Bandwidth Choice for the Regression Discontinuity Estimator Review of Economic Studies S 2
2011 Bias-Corrected Matching Estimators for Average Treatment Effects Journal of Business & Economic Statistics A 2
2009 Choosing instrumental variables in conditional moment restriction models Journal of Econometrics A 3
2008 Nonparametric Tests for Treatment Effect Heterogeneity Review of Economics and Statistics A 4
2008 Special issue editors' introduction: The regression discontinuity design--Theory and applications Journal of Econometrics A 2
2008 Regression discontinuity designs: A guide to practice Journal of Econometrics A 2
2007 Instrumental variable estimation of nonseparable models Journal of Econometrics A 3
2006 Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Reanalysis of the California GAIN Program Journal of Labor Economics A 3
2005 Predicting the efficacy of future training programs using past experiences at other locations Journal of Econometrics A 3
2004 Nonparametric Estimation of Average Treatment Effects Under Exogeneity: A Review Review of Economics and Statistics A 1
2003 Empirical likelihood estimation and consistent tests with conditional moment restrictions Journal of Econometrics A 3
2003 Sensitivity to Exogeneity Assumptions in Program Evaluation American Economic Review S 1
2002 Confidence intervals in generalized method of moments models Journal of Econometrics A 2
2001 Estimating the Effect of Unearned Income on Labor Earnings, Savings, and Consumption: Evidence from a Survey of Lottery Players American Economic Review S 3
2000 The Interpretation of Instrumental Variables Estimators in Simultaneous Equations Models with an Application to the Demand for Fish Review of Economic Studies S 3
1999 Comment on James J. Heckman, "Instrumental Variables: A Study of Implicit Behavioral Assumptions Used in Making Program Evaluations" Journal of Human Resources A 2
1999 Imposing Moment Restrictions From Auxiliary Data By Weighting Review of Economics and Statistics A 2
1997 One-Step Estimators for Over-Identified Generalized Method of Moments Models Review of Economic Studies S 1
1997 Estimating Outcome Distributions for Compliers in Instrumental Variables Models Review of Economic Studies S 2
1996 Case-control studies with contaminated controls Journal of Econometrics A 2
1996 Efficient estimation and stratified sampling Journal of Econometrics A 2
1995 Optimal stock/flow panels Journal of Econometrics A 2
1994 Combining Micro and Macro Data in Microeconometric Models Review of Economic Studies S 2
1994 Transition Models in a Non-stationary Environment. Review of Economics and Statistics A 1