Designing difference-in-difference studies with staggered treatment adoption: Key concepts and practical guidelines

C Wing, M Yozwiak, A Hollingsworth… - Annual Review of …, 2024 - annualreviews.org
Difference-in-difference (DID) estimators are a valuable method for identifying causal effects
in the public health researcher's toolkit. A growing methods literature points out potential …

Using and interpreting fixed effects models

M Breuer, ED DeHaan - Journal of Accounting Research, 2024 - Wiley Online Library
Fixed effects (FE) have emerged as a ubiquitous and powerful tool for eliminating unwanted
variation in observational accounting studies. Unwanted variation is plentiful in accounting …

What's trending in difference-in-differences? A synthesis of the recent econometrics literature

J Roth, PHC Sant'Anna, A Bilinski, J Poe - Journal of Econometrics, 2023 - Elsevier
This paper synthesizes recent advances in the econometrics of difference-in-differences
(DiD) and provides concrete recommendations for practitioners. We begin by articulating a …

Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: A survey

C De Chaisemartin… - The Econometrics …, 2023 - academic.oup.com
Linear regressions with period and group fixed effects are widely used to estimate policie's
effects: 26 of the 100 most cited papers published by the American Economic Review from …

An introductory guide to event study models

DL Miller - Journal of Economic Perspectives, 2023 - aeaweb.org
The event study model is a powerful econometric tool used for the purpose of estimating
dynamic treatment effects. One of its most appealing features is that it provides a built-in …

Social media and mental health

L Braghieri, R Levy, A Makarin - American Economic Review, 2022 - aeaweb.org
We provide quasi-experimental estimates of the impact of social media on mental health by
leveraging a unique natural experiment: the staggered introduction of Facebook across US …

Difference-in-differences with a continuous treatment

B Callaway, A Goodman-Bacon, PHC Sant'Anna - 2024 - nber.org
This paper analyzes difference-in-differences designs with a continuous treatment. We show
that treatment effect on the treated-type parameters can be identified under a generalized …

Two-stage differences in differences

J Gardner - arXiv preprint arXiv:2207.05943, 2022 - arxiv.org
A recent literature has shown that when adoption of a treatment is staggered and average
treatment effects vary across groups and over time, difference-in-differences regression …

A more credible approach to parallel trends

A Rambachan, J Roth - Review of Economic Studies, 2023 - academic.oup.com
This paper proposes tools for robust inference in difference-in-differences and event-study
designs where the parallel trends assumption may be violated. Instead of requiring that …

[HTML][HTML] How much should we trust staggered difference-in-differences estimates?

AC Baker, DF Larcker, CCY Wang - Journal of Financial Economics, 2022 - Elsevier
We explain when and how staggered difference-in-differences regression estimators,
commonly applied to assess the impact of policy changes, are biased. These biases are …