Difference-in-Differences with multiple time periods
TLDR
It is shown that a family of causal effect parameters are identified in staggered DiD setups, even if differences in observed characteristics create non-parallel outcome dynamics between groups, and the asymptotic properties of the proposed estimators are established.About:
This article is published in Journal of Econometrics.The article was published on 2021-12-01 and is currently open access. It has received 862 citations till now. The article focuses on the topics: Inverse probability weighting & Inference.read more
Citations
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Difference-in-Differences with Variation in Treatment Timing
TL;DR: This paper showed that the two-way fixed effects estimator equals a weighted average of all possible two-group/two-period DD estimators in the data and decompose the difference between two specifications, and provide a new analysis of models that include time-varying controls.
Posted Content
Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects
Sarah Abraham,Liyang Sun +1 more
TL;DR: In this article, the authors proposed an alternative estimator that is free of contamination, and illustrate the relative shortcomings of two-way fixed effects regressions with leads and lags through an empirical application.
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How Much Should We Trust Staggered Difference-In-Differences Estimates?
TL;DR: The authors found that correcting for the bias induced by the staggered nature of policy adoption frequently impacts the estimated effect from standard difference-in-difference studies, in many cases, the reported effects in prior research become indistinguishable from zero.
Journal ArticleDOI
How much should we trust staggered difference-in-differences estimates?
TL;DR: In this paper , the authors explain when and how staggered difference-in-differences regression estimators, commonly applied to assess the impact of policy changes, are biased, and present three alternative estimators developed in the econometrics and applied literature for addressing these biases, including their differences and tradeoffs.
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Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption
Susan Athey,Guido W. Imbens +1 more
TL;DR: In this article, the authors study the estimation of and inference for average treatment effects in a setting with panel data, and show that under random assignment of the adoption date, the standard Difference-In-Differences (DID) estimator is an unbiased estimator of a particular weighted average causal effect.
References
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Journal ArticleDOI
How Much Should We Trust Differences-In-Differences Estimates?
TL;DR: In this article, the authors randomly generate placebo laws in state-level data on female wages from the Current Population Survey and use OLS to compute the DD estimate of its "effect" as well as the standard error of this estimate.
Book
Weak Convergence and Empirical Processes: With Applications to Statistics
TL;DR: In this article, the authors define the Ball Sigma-Field and Measurability of Suprema and show that it is possible to achieve convergence almost surely and in probability.
Journal ArticleDOI
Matching As An Econometric Evaluation Estimator: Evidence from Evaluating a Job Training Programme
TL;DR: This paper decompose the conventional measure of evaluation bias into several components and find that bias due to selection on unobservables, commonly called selection bias in econometrics, is empirically less important than other components, although it is still a sizeable fraction of the estimated programme impact.
BookDOI
Weak Convergence and Empirical Processes
TL;DR: This chapter discusses Convergence: Weak, Almost Uniform, and in Probability, which focuses on the part of Convergence of the Donsker Property which is concerned with Uniformity and Metrization.
Book ChapterDOI
Chapter 36 Large sample estimation and hypothesis testing
Whitney K. Newey,Daniel McFadden +1 more
TL;DR: In this paper, conditions for obtaining cosistency and asymptotic normality of a very general class of estimators (extremum estimators) are given to enable approximation of the SDF.