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I study identification, estimation and inference for spillover effects in experiments where units' outcomes may depend on the treatment assignments of other units within a group. I show that the commonly-used reduced-form linear-in-means…

Econometrics · Economics 2022-01-21 Gonzalo Vazquez-Bare

We present a new estimator for causal effects with panel data that builds on insights behind the widely used difference in differences and synthetic control methods. Relative to these methods we find, both theoretically and empirically,…

Methodology · Statistics 2025-09-22 Dmitry Arkhangelsky , Susan Athey , David A. Hirshberg , Guido W. Imbens , Stefan Wager

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…

Econometrics · Economics 2025-01-27 Sho Miyaji

The method of difference-in-differences (DID) is widely used to study the causal effect of policy interventions in observational studies. DID employs a before and after comparison of the treated and control units to remove bias due to…

Methodology · Statistics 2022-06-15 Ting Ye , Luke Keele , Raiden Hasegawa , Dylan S. Small

Difference-in-differences estimation is a widely used method of program evaluation. When treatment is implemented in different places at different times, researchers often use two-way fixed effects to control for location-specific and…

General Economics · Economics 2021-03-25 Pamela Jakiela

This paper develops a difference-in-differences framework for staggered policy adoption when units can be affected by other units' adoption. For each treated cohort and event time, the framework separates the effect of own adoption, the…

Econometrics · Economics 2026-05-15 Hayato Tagawa

Standard instrumental variables (IV) methods identify a Local Average Treatment Effect under monotonicity, which rules out defiers. In many empirical environments, however, distinct instruments may induce heterogeneous and even opposing…

Econometrics · Economics 2026-02-16 Johann Caro-Burnett

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

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 combine two recently proposed nonparametric difference-in-differences methods, extending them to enable the examination of treatment effect heterogeneity in the staggered adoption setting using machine learning. The proposed method,…

Econometrics · Economics 2023-10-19 Julia Hatamyar , Noemi Kreif , Rudi Rocha , Martin Huber

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

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

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

We consider a general difference-in-differences model in which the treatment variable of interest may be non-binary and its value may change in each period. It is generally difficult to estimate treatment parameters defined with the…

Econometrics · Economics 2023-05-30 Takahide Yanagi

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

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 proposes a framework that incorporates the two-way fixed effects model as a special case to conduct causal inference with a continuous treatment. Treatments are allowed to change over time and potential outcomes are dependent on…

Methodology · Statistics 2025-07-01 Zhiguo Xiao , Peikai Wu

A popular method for estimating a causal treatment effect with observational data is the difference-in-differences (DiD) model. In this work, we consider an extension of the classical DiD setting to the hierarchical context in which data…

Methodology · Statistics 2019-10-17 James Normington , Eric F. Lock , Thomas A. Murray , Caroline S. Carlin

Estimating heterogeneous treatment effects has become increasingly important in many fields and life and death decisions are now based on these estimates: for example, selecting a personalized course of medical treatment. Recently, a…

Methodology · Statistics 2019-04-01 Sören R. Künzel , Simon J. S. Walter , Jasjeet S. Sekhon

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
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