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Related papers: {did2s}: Two-Stage Difference-in-Differences

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I propose an event study extension of Synthetic Difference-in-Differences (SDID) estimators. I show that, in simple and staggered adoption designs, estimators from Arkhangelsky et al. (2021) can be disaggregated into dynamic treatment…

Econometrics · Economics 2024-11-04 Diego Ciccia

This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows…

Econometrics · Economics 2020-09-08 Yang Ning , Sida Peng , Jing Tao

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

Econometrics · Economics 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

This paper synthesizes recent advances in the econometrics of difference-in-differences (DiD) and provides concrete recommendations for practitioners. We begin by articulating a simple set of ``canonical'' assumptions under which the…

Econometrics · Economics 2023-01-11 Jonathan Roth , Pedro H. C. Sant'Anna , Alyssa Bilinski , John Poe

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…

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

In this article, we consider identification, estimation, and inference procedures for treatment effect parameters using Difference-in-Differences (DiD) with (i) multiple time periods, (ii) variation in treatment timing, and (iii) when the…

Econometrics · Economics 2020-12-02 Brantly Callaway , Pedro H. C. Sant'Anna

Difference-in-differences (DID) is one of the most popular tools used to evaluate causal effects of policy interventions. This paper extends the DID methodology to accommodate interval outcomes, which are often encountered in empirical…

Econometrics · Economics 2025-12-10 Daisuke Kurisu , Yuta Okamoto , Taisuke Otsu

In this paper, we describe a computational implementation of the Synthetic difference-in-differences (SDID) estimator of Arkhangelsky et al. (2021) for Stata. Synthetic difference-in-differences can be used in a wide class of circumstances…

Econometrics · Economics 2023-02-14 Damian Clarke , Daniel Pailañir , Susan Athey , Guido Imbens

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

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

This paper studies staggered Difference-in-Differences (DiD) design when there is a second event confounding the target event. When the events are correlated, the treatment and the control group are unevenly exposed to the effects of the…

Econometrics · Economics 2025-01-22 Lin-Tung Tsai

Activity diagrams (ADs) have recently become widely used in the modeling of workflows, business processes, and web-services, where they serve various purposes, from documentation, requirement definitions, and test case specifications, to…

Software Engineering · Computer Science 2014-09-09 Shahar Maoz , Jan Oliver Ringert , Bernhard Rumpe

Collecting multiple longitudinal measurements and time-to-event outcomes is a common practice in clinical and epidemiological studies, often focusing on exploring associations between them. Joint modeling is the standard analytical tool for…

Methodology · Statistics 2024-12-10 Taban Baghfalaki , Reza Hashemi , Catherine Helmer , Helene Jacqmin-Gadda

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

Joint models for longitudinal and survival data have gained a lot of attention in recent years, with the development of myriad extensions to the basic model, including those which allow for multivariate longitudinal data, competing risks…

Methodology · Statistics 2020-03-09 Katya Mauff , Ewout Steyerberg , Isabella Kardys , Eric Boersma , Dimitris Rizopoulos

This paper investigates efficient Difference-in-Differences (DiD) and Event Study (ES) estimation using short panel data sets within the heterogeneous treatment effect framework, free from parametric functional form assumptions and allowing…

Econometrics · Economics 2025-06-24 Xiaohong Chen , Pedro H. C. Sant'Anna , Haitian Xie

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

Difference-in-differences (DiD) is arguably the most popular quasi-experimental research design. Its canonical form, with two groups and two periods, is well-understood. However, empirical practices can be ad hoc when researchers go beyond…

Time-to-event (survival) analysis models the time until a pre-specified event occurs. When time is measured in discrete units or rounded into intervals, standard continuous-time models can yield biased estimators. In addition, the event of…

Machine Learning · Statistics 2025-11-19 Tomer Meir , Rom Gutman , Malka Gorfine
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