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Related papers: Robust Difference-in-differences Models

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We study the role of selection into treatment in difference-in-differences (DiD) designs. We derive necessary and sufficient conditions for parallel trends assumptions under general classes of selection mechanisms. These conditions…

Econometrics · Economics 2026-02-03 Dalia Ghanem , Pedro H. C. Sant'Anna , Kaspar Wüthrich

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

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

We develop a new identification strategy for average treatment effects on the treated (ATT) in panel data with discrete outcomes. Standard difference-in-differences (DiD) relies on parallel trends, which is frequently violated in…

Econometrics · Economics 2026-03-10 Young Ahn , Hiroyuki Kasahara

The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way fixed effects model yields negative…

Methodology · Statistics 2026-03-05 Yuhao Deng , Le Kang

Applied analysts often use the differences-in-differences (DID) method to estimate the causal effect of policy interventions with observational data. The method is widely used, as the required before and after comparison of a treated and…

Applications · Statistics 2019-02-04 Luke J. Keele , Dylan S. Small , Jesse Y. Hsu , Colin B. Fogarty

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

Difference-in-differences (DiD) is a popular approach to evaluate treatment effects in settings where both pre- and post-treatment measurements of the outcome are available. Despite its popularity, existing methods face important…

Methodology · Statistics 2026-03-31 Chan Park , Eric Tchetgen Tchetgen

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

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

Difference-in-differences (DiD) identification relies mainly on a parallel trends assumption about untreated potential outcomes. Researchers often relax this assumption by assuming conditional parallel trends within units with the same…

Methodology · Statistics 2026-05-05 Daniela Rodrigues , Laura A. Hatfield

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 commonly used to estimate treatment effects but is infeasible in settings where data are unpoolable due to privacy concerns or legal restrictions on data sharing, particularly across jurisdictions. In this…

Econometrics · Economics 2025-07-28 Sunny Karim , Matthew D. Webb , Nichole Austin , Erin Strumpf

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

We propose a difference-in-differences (DiD) framework designed for time-varying continuous treatments across multiple periods. Specifically, we estimate the average treatment effect on the treated (ATET) by comparing distinct non-zero…

Econometrics · Economics 2026-01-16 Michel F. C. Haddad , Martin Huber , José Eduardo Medina-Reyes , Lucas Z. Zhang

This paper analyzes difference-in-differences designs with a continuous treatment. We show that treatment-on-the-treated-type parameters are identified under a parallel trends assumption analogous to the binary treatment case. However,…

Econometrics · Economics 2026-01-05 Brantly Callaway , Andrew Goodman-Bacon , Pedro H. C. Sant'Anna

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

The common practice in difference-in-difference (DiD) designs is to check for parallel trends prior to treatment assignment, yet typical estimation and inference does not account for the fact that this test has occurred. I analyze the…

Econometrics · Economics 2018-05-03 Jonathan Roth

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 consider estimating the conditional average treatment effect for everyone by eliminating confounding and selection bias. Unfortunately, randomized clinical trials (RCTs) eliminate confounding but impose strict exclusion criteria that…

Machine Learning · Statistics 2021-06-15 Eric V. Strobl , Thomas A. Lasko