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Related papers: Treatment Effects in Staggered Adoption Designs wi…

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This paper considers identifying and estimating the Average Treatment Effect on the Treated (ATT) when untreated potential outcomes are generated by an interactive fixed effects model. That is, in addition to time-period and individual…

Econometrics · Economics 2022-02-15 Brantly Callaway , Sonia Karami

This paper considers the identification of dynamic treatment effects with panel data, in complex designs where the treatment may not be binary and may not be absorbing. We first show that under no-anticipation and parallel-trends…

Econometrics · Economics 2025-12-23 Clément de Chaisemartin , Xavier D'Haultfœuille

This work bridges the gap between staggered adoption designs and survival analysis to estimate causal effects in settings with time-varying treatments, addressing a fundamental challenge in medical research exemplified by the Stanford Heart…

Methodology · Statistics 2025-03-04 Xiang Meng , Iavor Bojinov

In this paper we study estimation of and inference for average treatment effects in a setting with panel data. We focus on the setting where units, e.g., individuals, firms, or states, adopt the policy or treatment of interest at a…

Econometrics · Economics 2018-09-05 Susan Athey , Guido Imbens

Staggered treatment adoption arises in the evaluation of policy impact and implementation in many settings, including both randomized stepped-wedge trials and non-randomized quasi-experiments with panel data. In both settings, getting an…

Methodology · Statistics 2024-10-14 Lee Kennedy-Shaffer

The traditional model specification of stepped-wedge cluster-randomized trials assumes a homogeneous treatment effect across time while adjusting for fixed-time effects. However, when treatment effects vary over time, the constant effect…

This paper proposes a novel approach for estimating treatment effects in panel data settings, addressing key limitations of the standard difference-in-differences (DID) approach. The standard approach relies on the parallel trends…

Econometrics · Economics 2026-01-14 Shoya Ishimaru

Causal inference in longitudinal datasets has long been challenging due to dynamic treatment adoption and confounding by time-varying covariates. Prior work either fails to account for heterogeneity across treatment adoption cohorts and…

Methodology · Statistics 2025-12-01 Suehyun Kim , Kwonsang Lee

Panel data consists of a collection of $N$ units that are observed over $T$ units of time. A policy or treatment is subject to staggered adoption if different units take on treatment at different times and remains treated (or never at all).…

Methodology · Statistics 2025-08-14 Eric Xia , Yuling Yan , Martin J. Wainwright

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

This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatment, and employs repeated cross-sections. It requires an…

Econometrics · Economics 2023-04-18 Xavier D'Haultfoeuille , Stefan Hoderlein , Yuya Sasaki

This paper develops a nonparametric model that represents how sequences of outcomes and treatment choices influence one another in a dynamic manner. In this setting, we are interested in identifying the average outcome for individuals in…

Econometrics · Economics 2019-01-16 Sukjin Han

This paper studies identification of average treatment effects in a panel data setting. It introduces a novel nonparametric factor model and proves identification of average treatment effects. The identification proof is based on the…

Econometrics · Economics 2025-03-26 Susan Athey , Guido Imbens

We study treatment-effect estimation using panel data. The treatment may be non-binary, non-absorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption, and propose event-study estimators of the effect…

Econometrics · Economics 2026-05-13 Clément de Chaisemartin , Xavier D'Haultfœuille

This article studies the estimation of the causal effect of a time-varying treatment on time-to-an-event or on some other continuously distributed outcome. The paper applies to the situation where treatment is repeatedly adapted to…

Statistics Theory · Mathematics 2008-06-19 Judith J. Lok

In this paper we review an approach to estimating the causal effect of a time-varying treatment on time to some event of interest. This approach is designed for the situation where the treatment may have been repeatedly adapted to patient…

Statistics Theory · Mathematics 2007-06-13 J. J. Lok , R. D. Gill , A. W. van der Vaart , J. M. Robins

We study the identification of heterogeneous, intertemporal treatment effects (TE) when potential outcomes depend on past treatments. First, applying a dynamic panel data model to observed outcomes, we show that an instrumental variable…

Econometrics · Economics 2025-09-09 Philip Marx , Elie Tamer , Xun Tang

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

This paper examines the identification and estimation of heterogeneous treatment effects in event studies, emphasizing the importance of both lagged dependent variables and treatment effect heterogeneity. We show that omitting lagged…

Econometrics · Economics 2025-09-18 Irene Botosaru , Laura Liu

This paper provides a new approach for identifying and estimating the Average Treatment Effect on the Treated under a linear factor model that allows for multiple time-varying unobservables. Unlike the majority of the literature on…

Econometrics · Economics 2025-03-28 Koki Fusejima , Takuya Ishihara
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