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Triple difference designs have become increasingly popular in empirical economics. The advantage of a triple difference design is that, within a treatment group, it allows for another subgroup of the population -- potentially less impacted…

计量经济学 · 经济学 2025-06-04 Laura Caron

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…

计量经济学 · 经济学 2026-03-10 Young Ahn , Hiroyuki Kasahara

Difference-in-Differences (DiD) is a widely used research design that often relies on a conditional parallel trends (CPT) assumption. In contrast to settings with unconfoundedness, where causal graphs provide powerful frameworks for…

计量经济学 · 经济学 2026-04-15 Michael C. Knaus , Henri Pfleiderer

We study estimation of the local average treatment effect on the treated ($LATT$) in instrumented difference-in-differences (IDiD) designs with covariates and staggered instrument exposure. We derive the efficient influence function (EIF)…

计量经济学 · 经济学 2026-05-06 Jonas Skjold Raaschou-Pedersen

We consider a general difference-in-differences model in which the treatment variable of interest may be non-binary and its value may change in each period. It is generally difficult to estimate treatment parameters defined with the…

计量经济学 · 经济学 2023-05-30 Takahide Yanagi

The difference-in-differences (DID) research design is a key identification strategy which allows researchers to estimate causal effects under the parallel trends assumption. While the parallel trends assumption is counterfactual and cannot…

统计方法学 · 统计学 2026-05-12 Jonas M. Mikhaeil , Christopher Harshaw

This paper develops a difference-in-differences (DiD) estimation method that selects the optimal length of pre-trends by minimizing the mean squared error (MSE). Conventional DiD regression models, such as the two-way fixed effects model or…

计量经济学 · 经济学 2026-05-07 Yamato Igarashi

Difference-in-differences is based on a parallel trends assumption, which states that changes over time in average potential outcomes are independent of treatment assignment, possibly conditional on covariates. With time-varying treatments,…

统计方法学 · 统计学 2024-06-25 Nicholas Illenberger , Iván Díaz , Audrey Renson

This article develops a covariate balancing approach for the estimation of treatment effects on the treated (ATT) in a difference-in-differences (DID) research design when panel data are available. We show that the proposed covariate…

计量经济学 · 经济学 2025-08-05 Junjie Li , Yukitoshi Matsushita

This paper studies the identification, estimation, and inference of long-term (binary) treatment effect parameters when balanced panel data is not available, or consists of only a subset of the available data. We develop a new estimator:…

计量经济学 · 经济学 2025-02-04 Christophe Bellégo , David Benatia , Vincent Dortet-Bernardet

Estimating treatment effects conditional on observed covariates can improve the ability to tailor treatments to particular individuals. Doing so effectively requires dealing with potential confounding, and also enough data to adequately…

Identifying subgroups, which respond differently to a treatment, both in terms of efficacy and safety, is an important part of drug development. A well-known challenge in exploratory subgroup analyses is the small sample size in the…

统计计算 · 统计学 2016-06-28 Marius Thomas , Björn Bornkamp

This paper analyzes difference-in-differences designs with a continuous treatment. We show that treatment-on-the-treated-type parameters are identified under a parallel trends assumption analogous to the binary treatment case. However,…

计量经济学 · 经济学 2026-01-05 Brantly Callaway , Andrew Goodman-Bacon , Pedro H. C. Sant'Anna

This paper studies semiparametric Bayesian inference for the average treatment effect on the treated (ATT) within the difference-in-differences (DiD) research design. We propose two new Bayesian methods with frequentist validity. The first…

计量经济学 · 经济学 2025-06-17 Christoph Breunig , Ruixuan Liu , Zhengfei Yu

Quasi-experimental causal inference methods have become central in empirical operations management for guiding managerial decisions. Among these, empiricists utilize the Difference-in-Differences (DiD) estimator, which relies on the…

统计方法学 · 统计学 2026-05-13 Mingxuan Ge , Dae Woong Ham

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…

统计方法学 · 统计学 2024-12-02 Sooahn Shin

To estimate the dynamic effects of an absorbing treatment, researchers often use two-way fixed effects regressions that include leads and lags of the treatment. We show that in settings with variation in treatment timing across units, the…

计量经济学 · 经济学 2020-09-24 Liyang Sun , Sarah Abraham

We describe the DISC (Different Individuals, Same Clusters) design, a sampling scheme that can improve the precision of difference-in-differences (DID) estimators in settings involving repeated sampling of a population at multiple time…

统计方法学 · 统计学 2025-08-21 Jordan Downey , Avi Kenny

The plausibility of the ``parallel trends assumption'' in Difference-in-Differences estimation is usually assessed by a test of the null hypothesis that the difference between the average outcomes of both groups is constant over time before…

计量经济学 · 经济学 2025-12-18 Holger Dette , Martin Schumann

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…

统计方法学 · 统计学 2026-03-31 Zhe Chen , Xinran Li