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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

We provide a simple distribution regression estimator for treatment effects in the difference-in-differences (DiD) design. Our procedure is particularly useful when the treatment effect differs across the distribution of the outcome…

Econometrics · Economics 2026-05-20 Iván Fernández-Val , Jonas Meier , Aico van Vuuren , Francis Vella

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

In settings with few treated units, Difference-in-Differences (DID) estimators are not consistent, and are not generally asymptotically normal. This poses relevant challenges for inference. While there are inference methods that are valid…

Econometrics · Economics 2023-02-08 Luis Alvarez , Bruno Ferman

Difference-in-differences (DID) is a widely used approach for drawing causal inference from observational panel data. Two common estimation strategies for DID are outcome regression and propensity score weighting. In this paper, motivated…

Applications · Statistics 2021-01-05 Fan Li , Fan Li

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

Triple differences (DDD) is a workhorse quasi-experimental design in applied economics. But, under staggered adoption, its conventional three-way fixed-effects (3WFE) implementation inherits the interpretation issues now well understood in…

Econometrics · Economics 2026-05-19 Meng Hsuan Hsieh

We propose a difference-in-differences (DiD) framework with mediation for possibly multivalued discrete or continuous treatments and mediators, aimed at identifying the direct effect of the treatment on the outcome (net of effects operating…

Econometrics · Economics 2026-03-02 Martin Huber , Sarina Joy Oberhänsli

Some patients benefit from a treatment while others may do so less or do not benefit at all. We have previously developed a two-stage network meta-regression prediction model that synthesized randomized trials and evaluates how treatment…

When one studies the effects of taxes, tariffs, or prices using panel data, the treatment is often continuously distributed in every period. We propose difference-in-differences (DID) estimators for such cases. We assume that between…

This paper studies identification and estimation of the average treatment effect on the treated (ATT) in difference-in-difference (DID) designs when the variable that classifies individuals into treatment and control groups (treatment…

Econometrics · Economics 2022-08-05 Akanksha Negi , Digvijay Singh Negi

Difference-in-Differences (DiD) and Synthetic Control (SC) are widely used methods for causal inference in panel data, each with distinct strengths and limitations. We propose a novel method for short-panel causal inference that integrates…

Econometrics · Economics 2025-09-26 Yixiao Sun , Haitian Xie , Yuhang Zhang

We consider the identification of average treatment effects on the treated (ATT) in difference-in-differences (DiD) settings in the presence of endogenous sample selection. We first establish that the conventional DiD estimand generally…

Econometrics · Economics 2026-02-17 Gayani Rathnayake , Akanksha Negi , Otavio Bartalotti , Xueyan Zhao

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

Pooled panel analyses often mask heterogeneity in unit-specific treatment effects. This challenge, for example, crops up in studies of the impact of democracy on economic growth, where findings vary substantially due to differences in…

Econometrics · Economics 2026-04-28 Gilles Koumou , Emmanuel Selorm Tsyawo

Difference-in-differences (DID) is popular because it can allow for unmeasured confounding when the key assumption of parallel trends holds. However, there exists little guidance on how to decide a priori whether this assumption is…

Methodology · Statistics 2025-05-07 Audrey Renson , Oliver Dukes , Zach Shahn

We study estimation of the local average treatment effect on the treated ($LATT$) in instrumented difference-in-differences (IDiD) designs with covariates and staggered instrument exposure. We derive the efficient influence function (EIF)…

Econometrics · Economics 2026-05-06 Jonas Skjold Raaschou-Pedersen

We link and extend two approaches to estimating time-varying treatment effects on repeated continuous outcomes--time-varying Difference in Differences (DiD; see Roth et al. (2023) and Chaisemartin et al. (2023) for reviews) and Structural…

Background: Interrupted time series analysis (ITSA) is widely used to evaluate health policy and intervention effects. While multiple-group ITSA (MG-ITSA) improves causal inference by incorporating a control group, residual confounding from…

Applications · Statistics 2026-04-28 Ariel Linden

Difference-in-differences is one of the most used identification strategies in empirical work in economics. This chapter reviews a number of important, recent developments related to difference-in-differences. First, this chapter reviews…

Econometrics · Economics 2022-08-02 Brantly Callaway