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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 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

We formulate factorial difference-in-differences (FDID), a research design that extends canonical difference-in-differences (DID) to settings in which an event affects all units. In many panel data applications, researchers exploit…

Methodology · Statistics 2026-02-04 Yiqing Xu , Anqi Zhao , Peng Ding

Despite the common occurrence of interference in Difference-in-Differences (DiD) applications, standard DiD methods rely on an assumption that interference is absent, and comparatively little work has considered how to accommodate and learn…

Methodology · Statistics 2025-11-03 Zach Shahn , Paul Zivich , Audrey Renson

While a randomized control trial is considered the gold standard for estimating causal treatment effects, there are many research settings in which randomization is infeasible or unethical. In such cases, researchers rely on analytical…

Methodology · Statistics 2024-02-21 Julia C. Thome , Peter F. Rebeiro , Andrew J. Spieker , Bryan E. Shepherd

Many studies exploit variation in the timing of policy adoption across units as an instrument for treatment. This paper formalizes the underlying identification strategy as an instrumented difference-in-differences (DID-IV). In this design,…

Econometrics · Economics 2026-02-13 Sho Miyaji

Difference-in-differences (DiD) is arguably the most popular quasi-experimental research design. Its canonical form, with two groups and two periods, is well-understood. However, empirical practices can be ad hoc when researchers go beyond…

This paper develops doubly robust estimators for direct (DATT) and spillover (SATT) average treatment effects on the treated in network-based difference-in-differences (DiD) designs. Unlike standard DiD methods, the proposed approach…

Methodology · Statistics 2025-09-30 Kuan Sun , Zhiguo Xiao

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

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

Empirical work often uses treatment assigned following geographic boundaries. When the effects of treatment cross over borders, classical difference-in-differences estimation produces biased estimates for the average treatment effect. In…

Econometrics · Economics 2023-06-13 Kyle Butts

Difference-in-differences (DiD) is one of the most popular approaches for empirical research in economics, political science, and beyond. Identification in these models is based on the conditional parallel trends assumption: In the absence…

Econometrics · Economics 2025-10-13 Philipp Bach , Sven Klaassen , Jannis Kueck , Mara Mattes , Martin Spindler

We address the problem of estimating heterogeneous treatment effects in panel data, adopting the popular Difference-in-Differences (DiD) framework under the conditional parallel trends assumption. We propose a novel doubly robust…

Machine Learning · Statistics 2025-04-29 Hui Lan , Haoge Chang , Eleanor Dillon , Vasilis Syrgkanis

In a previous work we were able to define a non-additive measure that can be used to represent both classical and quantum states in physics. We further extended this idea to work on a generic space of statistical ensembles (i.e. an ensemble…

Quantum Physics · Physics 2026-02-03 Gabriele Carcassi , Christine A. Aidala , Tobias Thrien

We propose a nonlinear difference-in-differences method to estimate multivariate counterfactual distributions in classical treatment and control study designs with observational data. Our approach sheds a new light on existing approaches…

Methodology · Statistics 2024-03-11 William Torous , Florian Gunsilius , Philippe Rigollet

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

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

Econometrics · Economics 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

This paper studies staggered Difference-in-Differences (DiD) design when there is a second event confounding the target event. When the events are correlated, the treatment and the control group are unevenly exposed to the effects of the…

Econometrics · Economics 2025-01-22 Lin-Tung Tsai

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

The difference-in-differences (DID) method identifies the average treatment effects on the treated (ATT) under mainly the so-called parallel trends (PT) assumption. The most common and widely used approach to justify the PT assumption is…

Econometrics · Economics 2023-08-23 Kyunghoon Ban , Désiré Kédagni