Pedro Picchetti
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pedropicchetti.bsky.social
Pedro Picchetti
@pedropicchetti.bsky.social
240 followers 170 following 29 posts
PhD student at Insper visiting Brown and Metrics Big Ticket. Incoming AP @IE_UC.


https://sites.google.com/view/pedropicchetti/home
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pedropicchetti.bsky.social
Hi everyone! I am happy to share this note titled "Difference-in-Differences with Binarized Treatments: A Cautionary Tale".

I study the common practice in DiD settings of recoding a multi-valued treatment into a binary indicator. I hope you enjoy it!

www.dropbox.com/scl/fi/491xi...
October 31, 2025 at 2:07 PM
pedropicchetti.bsky.social
Exciting personal news!!

My Job Market season is over. I am thrilled to announce I am joining PUC-Chile as an Assistant Professor next semester. Looking forward to joining this great department and working at the Católica.

Great times are coming🤠
February 5, 2025 at 1:21 PM
pedropicchetti.bsky.social
Hi all. I'm Pedro Picchetti from INSPER Institute of Research and Education, in Brazil. My #EconJMP provides a new method for the identification of dynamic causal effects using Instrumental Variables. sites.google.com/view/pedropi...
The instrumental variables (IV) method has been widely studied in cross-sectional settings. However, many practical applications involve panel data, in settings where a unit's treatment status may turn on or off over time. I show that in the presence of dynamic treatment effects, that is, if past treatments affect current potential outcomes, standard methods are no longer valid if the instruments are serially correlated. This paper proposes the nonparametric identification of dynamic causal effects in a potential outcomes framework in which potential outcomes depend on the treatment path taken by a unit through time but the first stage is static, in the sense that at each period the IV only instruments its contemporary treatment. I provide a nonparametric estimator that is unbiased over the randomization distribution and derive its finite population limiting distribution as the sample size increase.
October 2, 2024 at 2:22 PM
pedropicchetti.bsky.social
Hoje eu tive o prazer de conhecer a UFPE e os talentosos pesquisadores do PIMES!
September 12, 2024 at 11:51 PM
pedropicchetti.bsky.social
Had the chance to present my work in progress "Identification in Endogenous Sequential Treatment Regimes" at Brown University today. Super grateful for the opportunity and the feedback.🤠
November 3, 2023 at 6:19 PM
pedropicchetti.bsky.social
And just like Paul Simon once said, "the leaves that are green turn to Brown".

PS: what a lovely lovely city is Providence.
October 4, 2023 at 9:48 PM