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This paper introduces an overidentification test of two alternative assumptions to identify the average treatment effect on the treated in a two-period panel data setting: unconfoundedness and common trends. Under the unconfoundedness…

Econometrics · Economics 2024-06-25 Martin Huber , Eva-Maria Oeß

This paper considers identification and estimation of causal effect parameters from participating in a binary treatment in a difference in differences (DID) setup when the parallel trends assumption holds after conditioning on observed…

Econometrics · Economics 2024-06-25 Carolina Caetano , Brantly Callaway , Stroud Payne , Hugo Sant'Anna Rodrigues

Difference-in-differences (diff-in-diff) is a study design that compares outcomes of two groups (treated and comparison) at two time points (pre- and post-treatment) and is widely used in evaluating new policy implementations. For instance,…

Applications · Statistics 2019-11-28 Bret Zeldow , Laura A. Hatfield

This paper explores the use of a fuzzy regression discontinuity design where multiple treatments are applied at the threshold. The identification results show that, under the very strong assumption that the change in the probability of…

Econometrics · Economics 2021-04-20 Hector Galindo-Silva , Nibene Habib Some , Guy Tchuente

Remarkable progress has been made in difference-in-differences (DID) approaches to causal inference that estimate the average effect of a treatment on the treated (ATT). Of these, the semiparametric DID (SDID) approach incorporates a…

Methodology · Statistics 2026-03-09 Takamichi Baba , Yoshiyuki Ninomiya

Under what circumstances is it a threat to the parallel trends assumption required for Difference in Differences (DiD) studies if treatment decisions are based on past values of the outcome? We explore via simulation studies whether…

Methodology · Statistics 2022-08-02 Zach Shahn

Indirect comparisons of treatment-specific outcomes across separate studies often inform decision-making in the absence of head-to-head randomized comparisons. Differences in baseline characteristics between study populations may introduce…

Applications · Statistics 2020-04-09 David Cheng , Rajeev Ayyagari , James Signorovitch

The Difference-in-Differences (DiD) method is a fundamental tool for causal inference, yet its application is often complicated by missing data. Although recent work has developed robust DiD estimators for complex settings like staggered…

Methodology · Statistics 2026-01-27 Lorenzo Testa , Edward H. Kennedy , Matthew Reimherr

Difference-in-differences (DID) is a widely used quasi-experimental design for causal inference, traditionally applied to scalar or Euclidean outcomes, while extensions to outcomes residing in non-Euclidean spaces remain limited. Existing…

Methodology · Statistics 2025-01-30 Yidong Zhou , Daisuke Kurisu , Taisuke Otsu , Hans-Georg Müller

State-level policy evaluations commonly employ a difference-in-differences (DID) study design; yet within this framework, statistical model specification varies notably across studies. Motivated by applied state-level opioid policy…

This paper examines the identification and estimation of treatment effects in staggered adoption designs -- a common extension of the canonical Difference-in-Differences (DiD) model to multiple groups and time-periods -- in the presence of…

Econometrics · Economics 2025-12-24 Clara Augustin , Daniel Gutknecht , Cenchen Liu

This paper shows that the Conditional Quantile Treatment Effect on the Treated can be identified using a combination of (i) a conditional Distributional Difference in Differences assumption and (ii) an assumption on the conditional…

Methodology · Statistics 2017-02-14 Brantly Callaway , Tong Li , Tatsushi Oka

We formulate factorial difference-in-differences (FDID), a research design that extends canonical difference-in-differences (DID) to settings in which an event affects all units. In many panel data applications, researchers exploit…

Methodology · Statistics 2026-02-04 Yiqing Xu , Anqi Zhao , Peng Ding

The stable unit treatment value (SUTVA) is a crucial assumption in the Difference-in-Differences (DiD) research design. It rules out hidden versions of treatment and any sort of interference and spillover effects across units. Even if this…

Econometrics · Economics 2026-02-18 Fabrizia Mealli , Javier Viviens

This paper extends difference-in-differences to settings with continuous treatments. Specifically, the average treatment effect on the treated (ATT) at any level of treatment intensity is identified under a conditional parallel trends…

Econometrics · Economics 2026-01-05 Lucas Z. Zhang

Difference-in-differences is a common method for estimating treatment effects, and the parallel trends condition is its main identifying assumption: the trend in mean untreated outcomes is independent of the observed treatment status. In…

Econometrics · Economics 2023-08-09 Philip Marx , Elie Tamer , Xun Tang

This paper discusses difference-in-differences (DID) estimation when there exist many control variables, potentially more than the sample size. In this case, traditional estimation methods, which require a limited number of variables, do…

General Economics · Economics 2019-01-09 Neng-Chieh Chang

This paper develops a difference-in-differences (DiD) estimation method that selects the optimal length of pre-trends by minimizing the mean squared error (MSE). Conventional DiD regression models, such as the two-way fixed effects model or…

Econometrics · Economics 2026-05-07 Yamato Igarashi

Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…

Methodology · Statistics 2026-05-29 Junzhu Nie , Chengxiu Ling , Mengfei Ran

This paper develops doubly robust estimators for direct (DATT) and spillover (SATT) average treatment effects on the treated in network-based difference-in-differences (DiD) designs. Unlike standard DiD methods, the proposed approach…

Methodology · Statistics 2025-09-30 Kuan Sun , Zhiguo Xiao