Quasi-Experimental Shift-Share Research Designs

被引:390
作者
Borusyak, Kirill [1 ,2 ]
Hull, Peter [3 ,4 ]
Jaravel, Xavier [2 ,5 ]
机构
[1] UCL, London, England
[2] CEPR, London, England
[3] Brown Univ, Providence, RI 02912 USA
[4] NBER, Cambridge, MA 02138 USA
[5] London Sch Econ, London, England
关键词
Shift-share instruments; Bartik instruments; Quasi-experiments; Instrumental variables; IMPORT COMPETITION; US; INSTRUMENTS; IMMIGRATION; RISE;
D O I
10.1093/restud/rdab030
中图分类号
F [经济];
学科分类号
02 ;
摘要
Many studies use shift-share (or "Bartik") instruments, which average a set of shocks with exposure share weights. We provide a new econometric framework for shift-share instrumental variable (SSIV) regressions in which identification follows from the quasi-random assignment of shocks, while exposure shares are allowed to be endogenous. The framework is motivated by an equivalence result: the orthogonality between a shift-share instrument and an unobserved residual can be represented as the orthogonality between the underlying shocks and a shock-level unobservable. SSIV regression coefficients can similarly be obtained from an equivalent shock-level regression, motivating shock-level conditions for their consistency. We discuss and illustrate several practical insights of this framework in the setting of Autor et al. (2013), estimating the effect of Chinese import competition on manufacturing employment across U.S. commuting zones.
引用
收藏
页码:181 / 213
页数:33
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