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Suppose it is of interest to characterize effect heterogeneity of an intervention across levels of a baseline covariate using only pre- and post- intervention outcome measurements from those who received the intervention, i.e. with no…

Methodology · Statistics 2023-06-21 Zach Shahn

This paper considers identifying and estimating causal effect parameters in a staggered treatment adoption setting -- that is, where a researcher has access to panel data and treatment timing varies across units. We consider the case where…

Econometrics · Economics 2023-08-08 Brantly Callaway , Emmanuel Selorm Tsyawo

We consider treatment-effect estimation with a two-periods panel, where units are untreated at period one, and receive strictly positive doses at period two. First, we consider designs with some quasi-untreated units, with a period-two dose…

Econometrics · Economics 2026-04-02 Clément de Chaisemartin , Diego Ciccia , Xavier D'Haultfœuille , Felix Knau

Treatment effect heterogeneity is central to policy evaluation, social science, and precision medicine, where interventions can affect individuals differently. In observational studies, covariates, treatment, and outcomes are often only…

Methodology · Statistics 2026-02-24 Shuozhi Zuo , Yixin Wang , Fan Yang

A recent literature has shown that when adoption of a treatment is staggered and average treatment effects vary across groups and over time, difference-in-differences regression does not identify an easily interpretable measure of the…

Econometrics · Economics 2022-07-14 John Gardner

Difference-in-differences (DID) is one of the most widely used causal inference frameworks in observational studies. However, most existing DID methods are designed for binary treatments and cannot be readily applied to non-binary treatment…

Methodology · Statistics 2025-12-01 Siyu Heng , Yuan Huang , Hyunseung Kang

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

Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average…

Methodology · Statistics 2023-10-17 Pan Zhao , Yifan Cui

The paper proposes an estimator to make inference of heterogeneous treatment effects sorted by impact groups (GATES) for non-randomised experiments. The groups can be understood as a broader aggregation of the conditional average treatment…

Econometrics · Economics 2020-03-30 Daniel Jacob

We study identification and estimation in the Regression Discontinuity Design (RDD) with a multivalued treatment variable. We also allow for the inclusion of covariates. We show that without additional information, treatment effects are not…

Econometrics · Economics 2020-07-02 Carolina Caetano , Gregorio Caetano , Juan Carlos Escanciano

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

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 research was motivated by studying anti-drug antibody (ADA) formation and its potential impact on long-term benefit of a biologic treatment in a randomized controlled trial, in which ADA status was not only unobserved in the control…

Methodology · Statistics 2021-01-13 Shengchun Kong , Dominik Heinzmann , Sabine Lauer , Tian Lu

The conditional average treatment effect (CATE) is frequently estimated to refute the homogeneous treatment effect assumption. Under this assumption, all units making up the population under study experience identical benefit from a given…

This paper introduces a novel approach for estimating heterogeneous treatment effects of binary treatment in panel data, particularly focusing on short panel data with large cross-sectional data and observed confoundings. In contrast to…

Methodology · Statistics 2024-06-05 Meijia Wang , Ignacio Martinez , P. Richard Hahn

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

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

We develop a novel approach to partially identify causal estimands, such as the average treatment effect (ATE), from observational data. To better satisfy the stable unit treatment value assumption (SUTVA) we utilize stochastic…

Methodology · Statistics 2024-07-30 Brian Knaeble , Braxton Osting , Placede Tshiaba

The presence of unobserved confounders is one of the main challenges in identifying treatment effects. In this paper, we propose a new approach to causal inference using panel data with large large $N$ and $T$. Our approach imputes the…

Econometrics · Economics 2025-03-28 Ben Deaner , Chen-Wei Hsiang , Andrei Zeleneev

The average treatment effect (ATE) is popularly used to assess the treatment effect. However, the ATE implicitly assumes a homogenous treatment effect even amongst individuals with different characteristics. In this paper, we mainly focus…

Methodology · Statistics 2016-03-10 Yunjian Yin , Lan Liu , Zhi Geng