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Related papers: Inference in Difference-in-Differences with Few Tr…

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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

We study how inference methods for settings with few treated units that rely on treatment effect homogeneity extend to alternative inferential targets when treatment effects are heterogeneous -- namely, tests of sharp null hypotheses,…

Econometrics · Economics 2025-06-19 Luis Alvarez , Bruno Ferman

Difference-in-differences is a popular method for observational health policy evaluation. It relies on a causal assumption that in the absence of intervention, treatment groups' outcomes would have evolved in parallel to those of comparison…

Methodology · Statistics 2026-02-09 Alyssa Bilinski , Laura A. Hatfield

Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

Methodology · Statistics 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

Applied Difference-in-Differences studies often involve outcomes that are discrete, mixed, censored, or otherwise non-continuously distributed, while policy questions frequently concern distributional effects rather than mean effects alone.…

Econometrics · Economics 2026-05-22 Nelly K. Djuazon , Emmanuel Selorm Tsyawo

While a randomized control trial is considered the gold standard for estimating causal treatment effects, there are many research settings in which randomization is infeasible or unethical. In such cases, researchers rely on analytical…

Methodology · Statistics 2024-02-21 Julia C. Thome , Peter F. Rebeiro , Andrew J. Spieker , Bryan E. Shepherd

Quasi-experimental methods have proliferated over the last two decades, as researchers develop causal inference tools for settings in which randomization is infeasible. Two popular such methods, difference-in-differences (DID) and…

Methodology · Statistics 2020-07-09 Carrie E. Fry , Laura A. Hatfield

We consider the problem of inference in shift-share research designs. The choice between existing approaches that allow for unrestricted spatial correlation involves tradeoffs, varying in terms of their validity when there are relatively…

Econometrics · Economics 2022-06-03 Luis Alvarez , Bruno Ferman , Raoni Oliveira

Many events and policies (treatments) occur at specific spatial locations, with researchers interested in their effects on nearby units. I approach the spatial treatment setting from an experimental perspective: What ideal experiment would…

Econometrics · Economics 2026-04-27 Michael Pollmann

We propose a new method for estimating causal effects in longitudinal/panel data settings that we call generalized difference-in-differences. Our approach unifies two alternative approaches in these settings: ignorability estimators (e.g.,…

Methodology · Statistics 2023-12-12 Denis Agniel , Max Rubinstein , Jessie Coe , Maria DeYoreo

Triple Differences (DDD) designs are widely used in empirical work to relax parallel trends assumptions in Difference-in-Differences (DiD) settings. This paper highlights that common DDD implementations -- such as taking the difference…

Econometrics · Economics 2025-07-21 Marcelo Ortiz-Villavicencio , Pedro H. C. Sant'Anna

Difference-in-differences (DID) is a popular approach to identify the causal effects of treatments and policies in the presence of unmeasured confounding. DID identifies the sample average treatment effect in the treated (SATT). However, a…

Methodology · Statistics 2024-06-21 Audrey Renson , Ellicott C. Matthay , Kara E. Rudolph

We analyze the properties of matching estimators when there are few treated, but many control observations. We show that, under standard assumptions, the nearest neighbor matching estimator for the average treatment effect on the treated is…

Econometrics · Economics 2021-03-24 Bruno Ferman

Quasi-experimental causal inference methods have become central in empirical operations management for guiding managerial decisions. Among these, empiricists utilize the Difference-in-Differences (DiD) estimator, which relies on the…

Methodology · Statistics 2026-05-13 Mingxuan Ge , Dae Woong Ham

Since the initial work by Ashenfelter and Card in 1985, the use of difference-in-differences (DID) study design has become widespread. However, as pointed out in the literature, this popular quasi-experimental design also suffers estimation…

Methodology · Statistics 2021-08-31 Xiaoming Wang , Sukun Wang

Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…

Methodology · Statistics 2024-08-22 Yuwei Ke , Hok Kan Ling , Yanglei Song

Given two relations containing multiple measurements - possibly with uncertainties - our objective is to find which sets of attributes from the first have a corresponding set on the second, using exclusively a sample of the data. This…

Databases · Computer Science 2022-07-20 Alejandro Alvarez-Ayllon , Manuel Palomo-Duarte , Juan-Manuel Dodero

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

Econometrics · Economics 2020-08-17 Michael Zimmert

Estimating causal effects under interference, where the stable unit treatment value assumption is violated, is critical in fields such as regional and public economics. Much of the existing research on causal inference under interference…

Methodology · Statistics 2026-02-03 Akihiro Sato , Shonosuke Sugasawa

We propose a method for conducting asymptotically valid inference for treatment effects in a multi-valued treatment framework where the number of units in the treatment arms can be small and do not grow with the sample size. We accomplish…

Econometrics · Economics 2021-05-25 Marina Dias , Demian Pouzo