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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

This paper addresses one of the most prevalent problems encountered by political scientists working with difference-in-differences (DID) design: missingness in panel data. A common practice for handling missing data, known as complete case…

Methodology · Statistics 2024-12-02 Sooahn Shin

This paper introduces the Difference-in-Differences Bayesian Causal Forest (DiD-BCF), a novel non-parametric model addressing key challenges in DiD estimation, such as staggered adoption and heterogeneous treatment effects. DiD-BCF provides…

Methodology · Statistics 2025-06-10 Hugo Gobato Souto , Francisco Louzada Neto

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

This paper studies Difference-in-Differences (DiD) setups with repeated cross-sectional data and potential compositional changes across time periods. We begin our analysis by deriving the efficient influence function and the semiparametric…

Econometrics · Economics 2025-11-17 Pedro H. C. Sant'Anna , Qi Xu

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

The difference-in-differences (DID) design is widely used in observational studies to estimate the causal effect of a treatment when repeated observations over time are available. Yet, almost all existing methods assume linearity in the…

Applications · Statistics 2020-09-29 Soichiro Yamauchi

The renowned difference-in-differences (DiD) estimator relies on the assumption of 'parallel trends,' which does not hold in many practical applications. To address this issue, the econometrics literature has turned to the triple difference…

Methodology · Statistics 2024-02-21 Sina Akbari , Negar Kiyavash

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 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

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

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 present a novel extension of the influential changes-in-changes (CiC) framework of Athey and Imbens (2006) for estimating the average treatment effect on the treated (ATT) and distributional causal effects in panel data with unmeasured…

Methodology · Statistics 2025-08-20 Jinghao Sun , Eric J. Tchetgen Tchetgen

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

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

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

The Difference in Difference (DiD) estimator is a popular estimator built on the "parallel trends" assumption, which is an assertion that the treatment group, absent treatment, would change "similarly" to the control group over time. To…

Methodology · Statistics 2024-02-09 Dae Woong Ham , Luke Miratrix

Treatment effects in regression discontinuity designs (RDDs) are often estimated using local regression methods. \cite{Hahn:01} demonstrated that the identification of the average treatment effect at the cutoff in RDDs relies on the…

Econometrics · Economics 2024-12-30 Weiwei Jiang , Rong J. B. Zhu

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

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

Methodology · Statistics 2020-08-04 Muxuan Liang , Menggang Yu