Triple Instrumented Difference-in-Differences
Econometrics
2025-01-27 v1
Abstract
In this paper, we formalize a triple instrumented difference-in-differences (DID-IV). In this design, a triple Wald-DID estimand, which divides the difference-in-difference-in-differences (DDD) estimand of the outcome by the DDD estimand of the treatment, captures the local average treatment effect on the treated. The identifying assumptions mainly comprise a monotonicity assumption, and the common acceleration assumptions in the treatment and the outcome. We extend the canonical triple DID-IV design to staggered instrument cases. We also describe the estimation and inference in this design in practice.
Cite
@article{arxiv.2501.14405,
title = {Triple Instrumented Difference-in-Differences},
author = {Sho Miyaji},
journal= {arXiv preprint arXiv:2501.14405},
year = {2025}
}
Comments
27 pages. arXiv admin note: text overlap with arXiv:2405.12083