arXiv 5 Sep 2018 · Econometrics · 7 citations (OpenAlex)
arXiv:1809.01643 · PDF · DOI · OpenAlex · Extracted main text
This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower bound is shown to be sensitive to the model assumptions imposed implying a robustness-efficiency trade-off. The obtained efficient influence functions lead to estimators that are rate double robust and have desirable asymptotic properties under weak first stage convergence conditions. This enables to use sophisticated machine-learning algorithms that can cope with settings where common trend confounding is high-dimensional. The usefulness of the proposed estimators is assessed in an empirical example. It is shown that the efficiency-robustness trade-offs and the choice of first stage predictors can lead to divergent empirical results in practice.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Chernozhukov, Victor, Chetverikov, Denis, Demirer, Mert, Duflo, Esth… (2018) Double/Debiased Machine Learning for Treatment and Structural Parameters | 1.000 | 9 | 3 | 100% |
| 2 | Abadie, Alberto (2005) Semiparametric Difference-in-Differences Estimators | 1.000 | 6 | 4 | 100% |
| 3 | Sant'Anna, Pedro H. C., Zhao, Jun B (2020) Doubly Robust Difference-in-Differences Estimators | 1.000 | 5 | 3 | 100% |
| 4 | Chang, Neng-Chieh (2020) Double/debiased machine learning for difference-in-differences models | 0.737 | 3 | 2 | 100% |
| 5 | Lechner, Michael (2010) The Estimation of Causal Effects by Difference-in-Difference Methods | 0.737 | 3 | 2 | 100% |
| 6 | Graham, Bryan S (2011) Efficiency bounds for missing data models with semiparametric restrictions | 0.693 | 5 | 1 | 100% |
| 7 | Graham, Bryan S, Pinto, Cristine Campos de Xavier, Egel, Daniel (2016) Efficient estimation of data combination models by the method of auxiliary-to-study tilting (AST) | 0.644 | 2 | 2 | 100% |
| 8 | Angrist, Joshua D., Acemoglu, Daron (2001) Consequences of Employment Protection? The Case of the Americans with Disabilities Act | 0.511 | 2 | 1 | 100% |
| 9 | Bickel, Peter J., Klaassen, Chris A.J., Ritov, Ya'acov, Wellner, Jon A (1993) Efficient and Adaptive Estimation for Semiparametric Models | 0.511 | 2 | 1 | 100% |
| 10 | Hahn, Jinyong (1998) On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects | 0.511 | 2 | 1 | 100% |
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