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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 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

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

This paper shows that the Conditional Quantile Treatment Effect on the Treated can be identified using a combination of (i) a conditional Distributional Difference in Differences assumption and (ii) an assumption on the conditional…

Methodology · Statistics 2017-02-14 Brantly Callaway , Tong Li , Tatsushi Oka

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

Methodology · Statistics 2026-03-31 Zhe Chen , Xinran Li

Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…

Methodology · Statistics 2026-05-29 Junzhu Nie , Chengxiu Ling , Mengfei Ran

Quantile and quantile effect functions are important tools for descriptive and causal analyses due to their natural and intuitive interpretation. Existing inference methods for these functions do not apply to discrete random variables. This…

Methodology · Statistics 2018-09-03 Victor Chernozhukov , Iván Fernández-Val , Blaise Melly , Kaspar Wüthrich

In this paper the estimation of the distribution function for potential outcomes to receiving or not receiving a treatment is studied. The approach is based on weighting observed data on the basis on estimated propensity score. A weighted…

Methodology · Statistics 2019-04-30 Pier Luigi Conti , Livia De Giovanni

We consider identification and inference for the average treatment effect and heterogeneous treatment effect conditional on observable covariates in the presence of unmeasured confounding. Since point identification of these treatment…

Methodology · Statistics 2025-03-04 Kan Chen , Jeffrey Zhang , Bingkai Wang , Dylan S. Small

Differences-in-differences (DiD) is a causal inference method for observational longitudinal data that assumes parallel expected potential outcome trajectories between treatment groups under the counterfactual scenario where all units…

Methodology · Statistics 2026-05-12 Michael Jetsupphasuk , Didong Li , Michael G. Hudgens

Difference-in-differences (DID) approaches are widely used for estimating causal effects with observational data before and after an intervention. DID traditionally estimates the average treatment effect among the treated after making a…

Methodology · Statistics 2025-06-24 Julia C. Thome , Andrew J. Spieker , Peter F. Rebeiro , Chun Li , Tong Li , Bryan E. Shepherd

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

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

Nonseparable panel models are important in a variety of economic settings, including discrete choice. This paper gives identification and estimation results for nonseparable models under time homogeneity conditions that are like "time is…

Methodology · Statistics 2018-01-08 Victor Chernozhukov , Ivan Fernandez-Val , Jinyong Hahn , Whitney Newey

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 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 paper develops a nonparametric framework to identify and estimate distributional treatment effects under nonseparable endogeneity. We begin by revisiting the widely adopted \emph{rank similarity} (RS) assumption and characterizing it…

Econometrics · Economics 2025-10-21 Sukjin Han , Haiqing Xu

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

This paper considers identification and inference for the distribution of treatment effects conditional on observable covariates. Since the conditional distribution of treatment effects is not point identified without strong assumptions, we…

Econometrics · Economics 2023-11-23 Sungwon Lee

This paper aims to partially identify the distributional treatment effects (DTEs) that depend on the unknown joint distribution of treated and untreated potential outcomes. We construct the DTE bounds using panel data and allow individuals…

Econometrics · Economics 2024-11-08 Heshani Madigasekara , D. S. Poskitt , Lina Zhang , Xueyan Zhao
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