Correlated Synthetic Controls, a weight-sharing synthetic control estimator for many treated units, is proposed and shown to have smaller estimation error than difference-in-differences under selection on unobservables in an interactive fixed effects model.
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Correlated Synthetic Controls
Correlated Synthetic Controls, a weight-sharing synthetic control estimator for many treated units, is proposed and shown to have smaller estimation error than difference-in-differences under selection on unobservables in an interactive fixed effects model.