Clément de Chaisemartin, Xavier D'Haultfœuille
arXiv 8 Jul 2020 · Econometrics · publishedThe Review of Economics and Statistics (2021) · 138 citations (OpenAlex)
arXiv:2007.04267 · PDF · DOI · OpenAlex · Extracted main text
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 of being exposed to a weakly higher treatment dose for $\ell$ periods. We also propose normalized estimators, that estimate a weighted average of the effects of the current treatment and its lags. We also analyze commonly-used two-way-fixed-effects regressions. Unlike our estimators, they can be biased in the presence of heterogeneous treatment effects. A local-projection version of those regressions is biased even with homogeneous effects.
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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 | Brantly Callaway \ Pedro HC Sant’Anna (2021) Difference-in-differences with multiple time periods | 1.000 | 13 | 3 | 100% |
| 2 | Liyang Sun \ Sarah Abraham (2021) Estimating dynamic treatment effects in event studies with heterogeneous treatment effects | 1.000 | 7 | 3 | 100% |
| 3 | Òscar Jordà (2005) Estimation and inference of impulse responses by local projections | 0.928 | 4 | 3 | 100% |
| 4 | Giovanni Favara \ Jean Imbs (2015) Credit supply and the price of housing | 0.874 | 8 | 2 | 100% |
| 5 | Clement de Chaisemartin \ Xavier D'Haultfuille (2020) Two-way fixed effects estimators with heterogeneous treatment effects | 0.874 | 6 | 2 | 100% |
| 6 | Kirill Borusyak, Xavier Jaravel \ Jann Spiess (2023) Revisiting event study designs: Robust and efficient estimation | 0.843 | 3 | 3 | 100% |
| 7 | Clément de Chaisemartin \ Xavier D'Haultfuille (2023) Two-way fixed effects and differences-in-differences estimators with several treatments | 0.811 | 4 | 2 | 100% |
| 8 | James Robins (1986) A new approach to causal inference in mortality studies with a sustained exposure period-application to control of the healthy w… | 0.737 | 3 | 2 | 100% |
| 9 | Clément de Chaisemartin \ Xavier D'Haultfuille (2023) Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: A survey | 0.644 | 2 | 2 | 100% |
| 10 | Andrew Goodman-Bacon (2021) Difference-in-differences with variation in treatment timing | 0.644 | 2 | 2 | 100% |
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