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This paper extends difference-in-differences to settings with continuous treatments. Specifically, the average treatment effect on the treated (ATT) at any level of treatment intensity is identified under a conditional parallel trends…

计量经济学 · 经济学 2026-01-05 Lucas Z. Zhang

Popular empirical strategies for policy evaluation in the panel data literature -- including difference-in-differences (DID), synthetic control (SC) methods, and their variants -- rely on key identifying assumptions that can be expressed…

计量经济学 · 经济学 2025-11-11 Yiqi Liu

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…

计量经济学 · 经济学 2023-06-13 Kyle Butts

Unmeasured confounding presents a common challenge in observational studies, potentially making standard causal parameters unidentifiable without additional assumptions. Given the increasing availability of diverse data sources, exploiting…

统计方法学 · 统计学 2023-09-18 Shanshan Luo , Yechi Zhang , Wei Li

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…

机器学习 · 统计学 2025-04-29 Hui Lan , Haoge Chang , Eleanor Dillon , Vasilis Syrgkanis

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…

统计方法学 · 统计学 2026-02-04 Yiqing Xu , Anqi Zhao , Peng Ding

This paper generalizes the changes-in-changes (CIC) model to handle discrete treatments with more than two categories, extending the binary case of Athey and Imbens (2006). While the original CIC model is well-suited for binary treatments,…

计量经济学 · 经济学 2024-11-05 Onil Boussim

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

In settings with few treated units, Difference-in-Differences (DID) estimators are not consistent, and are not generally asymptotically normal. This poses relevant challenges for inference. While there are inference methods that are valid…

计量经济学 · 经济学 2023-02-08 Luis Alvarez , Bruno Ferman

In many scenarios, such as the evaluation of place-based policies, potential outcomes are not only dependent upon the unit's own treatment but also its neighbors' treatment. Despite this, "difference-in-differences" (DID) type estimators…

计量经济学 · 经济学 2025-01-30 Ruonan Xu

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…

计量经济学 · 经济学 2023-08-23 Kyunghoon Ban , Désiré Kédagni

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…

统计方法学 · 统计学 2025-06-10 Hugo Gobato Souto , Francisco Louzada Neto

One fundamental statistical question for research areas such as precision medicine and health disparity is about discovering effect modification of treatment or exposure by observed covariates. We propose a semiparametric framework for…

统计方法学 · 统计学 2020-08-04 Muxuan Liang , Menggang 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 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

Difference-in-Differences (DiD) and Synthetic Control (SC) are widely used methods for causal inference in panel data, each with distinct strengths and limitations. We propose a novel method for short-panel causal inference that integrates…

计量经济学 · 经济学 2025-09-26 Yixiao Sun , Haitian Xie , Yuhang Zhang

Consider a general setting in which data on an outcome is collected in two `groups' at two time periods, with certain group-periods deemed `treated' and others `untreated'. A special case is the canonical Difference-in-Differences (DiD)…

统计方法学 · 统计学 2025-09-15 Zach Shahn , Laura Hatfield

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

In this paper, we formalize a triple instrumented difference-in-differences (DID-IV). In this design, a triple Wald-DID estimand, which divides the difference-in-difference-in-differences (DDD) estimand of the outcome by the DDD estimand of…

计量经济学 · 经济学 2025-01-27 Sho Miyaji

Difference-in-differences (DID) is a popular approach to identify the causal effects of treatments and policies in the presence of unmeasured confounding. DID identifies the sample average treatment effect in the treated (SATT). However, a…

统计方法学 · 统计学 2024-06-21 Audrey Renson , Ellicott C. Matthay , Kara E. Rudolph