st: propensity score matching with panel data

["superabu@libero.it" <superabu@libero.it>]

Hi,

 

I have a question on propensity score matching methodology.


I have a panel of 73 countires and 5 periods (5 years average of originally 25 
years).
I am using propensity score matching to test the impact of a specific program 
on fiscal behaviour.

The treatment is : being under the program.
(i.e. a country can be under a program in the first period, not beign under a 
program in the second period and then being again under the program in the 
third period)
 
The outcome variable is a proxy of fiscal behavior.

I am using a panel probit to estimate the propensity score. 

Now, given the importance of the time dimension in my analysis I was wondering 
whether it makes sense to include time dummy variable in this stage? 
or I should matched (in the second stage) taking into account periods?

 

Thanks a lot for you help,

Giovanna 
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