What's trending in difference-in-differences? A synthesis of the recent econometrics literature
This paper synthesizes recent advances in the econometrics of difference-in-differences
(DiD) and provides concrete recommendations for practitioners. We begin by articulating a …
(DiD) and provides concrete recommendations for practitioners. We begin by articulating a …
Difference-in-differences estimators of intertemporal treatment effects
C De Chaisemartin, X d'Haultfoeuille - Review of Economics and …, 2024 - direct.mit.edu
We study treatment-effect estimation using panel data. The treatment may be non-binary,
non-absorbing, and the outcome may be affected by treatment lags. We make a parallel …
non-absorbing, and the outcome may be affected by treatment lags. We make a parallel …
Estimating dynamic treatment effects in event studies with heterogeneous treatment effects
L Sun, S Abraham - Journal of econometrics, 2021 - Elsevier
To estimate the dynamic effects of an absorbing treatment, researchers often use two-way
fixed effects regressions that include leads and lags of the treatment. We show that in …
fixed effects regressions that include leads and lags of the treatment. We show that in …
Difference-in-differences with multiple time periods
B Callaway, PHC Sant'Anna - Journal of econometrics, 2021 - Elsevier
In this article, we consider identification, estimation, and inference procedures for treatment
effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods,(ii) …
effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods,(ii) …
[PDF][PDF] An honest approach to parallel trends
A Rambachan, J Roth - Unpublished manuscript, Harvard …, 2019 - jonathandroth.com
This paper proposes tools for robust inference for difference-in-differences and eventstudy
designs. Instead of requiring that the parallel trends assumption holds exactly, we impose …
designs. Instead of requiring that the parallel trends assumption holds exactly, we impose …
Synthetic control methods for the evaluation of single-unit interventions in epidemiology: a tutorial
C Bonander, D Humphreys… - American journal of …, 2021 - academic.oup.com
Evaluating the impacts of population-level interventions (eg, changes to state legislation)
can be challenging as conducting randomized experiments is often impractical and …
can be challenging as conducting randomized experiments is often impractical and …
When is parallel trends sensitive to functional form?
J Roth, PHC Sant'Anna - Econometrica, 2023 - Wiley Online Library
This paper assesses when the validity of difference‐in‐differences depends on functional
form. We provide a novel characterization: the parallel trends assumption holds under all …
form. We provide a novel characterization: the parallel trends assumption holds under all …
The fiscal cost of hurricanes: Disaster aid versus social insurance
T Deryugina - American Economic Journal: Economic Policy, 2017 - aeaweb.org
Little is known about the fiscal costs of natural disasters, especially regarding social safety
nets that do not specifically target extreme weather events. This paper shows that US …
nets that do not specifically target extreme weather events. This paper shows that US …
On event studies and distributed‐lags in two‐way fixed effects models: Identification, equivalence, and generalization
K Schmidheiny, S Siegloch - Journal of Applied Econometrics, 2023 - Wiley Online Library
We discuss three important properties of panel data event study designs. First, assuming
constant treatment effects before and/or after some event time, also known as binning, is a …
constant treatment effects before and/or after some event time, also known as binning, is a …
Efficient estimation for staggered rollout designs
J Roth, PHC Sant'Anna - Journal of Political Economy …, 2023 - journals.uchicago.edu
We study estimation of causal effects in staggered-rollout designs—that is, settings where
there is staggered treatment adoption and the timing of treatment is as good as randomly …
there is staggered treatment adoption and the timing of treatment is as good as randomly …