Clément de Chaisemartin, Xavier D'Haultfœuille
arXiv 8 Dec 2021 · Econometrics · publishedEconometrics Journal (2022) · 498 citations (OpenAlex)
arXiv:2112.04565 · PDF · DOI · OpenAlex · Extracted main text
Linear regressions with period and group fixed effects are widely used to estimate policies' effects: 26 of the 100 most cited papers published by the American Economic Review from 2015 to 2019 estimate such regressions. It has recently been shown that those regressions may produce misleading estimates, if the policy's effect is heterogeneous between groups or over time, as is often the case. This survey reviews a fast-growing literature that documents this issue, and that proposes alternative estimators robust to heterogeneous effects. We use those alternative estimators to revisit Wolfers (2006).
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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 | Borusyak, K., X. Jaravel, and J. Spiess (2021) Revisiting event study designs: Robust and efficient estimation | 1.000 | 36 | 3 | 100% |
| 2 | Callaway, B. and P. H. Sant'Anna (2021) Difference-in-differences with multiple time periods | 1.000 | 36 | 3 | 100% |
| 3 | Sun, L. and S. Abraham (2021) Estimating dynamic treatment effects in event studies with heterogeneous treatment effects | 1.000 | 28 | 4 | 100% |
| 4 | de Chaisemartin, C. and X. D'Haultfuille (2021) Difference-in-differences estimators of intertemporal treatment effects | 1.000 | 26 | 5 | 100% |
| 5 | de Chaisemartin, C. and X. D'Haultfuille (2020) Two-way fixed effects estimators with heterogeneous treatment effects | 1.000 | 24 | 3 | 100% |
| 6 | Wolfers, J (2006) Did unilateral divorce laws raise divorce rates? a reconciliation and new results | 1.000 | 15 | 3 | 100% |
| 7 | de Chaisemartin, C. and X. D'Haultfuille (2021) Two-way fixed effects regressions with several treatments | 1.000 | 6 | 3 | 100% |
| 8 | de Chaisemartin, C., X. D’Haultfoeuille, F. Pasquier, and G. Vazquez… (2022) Difference-in-differences estimators of the effect of a continuous treatment | 0.874 | 12 | 2 | 100% |
| 9 | Gentzkow, M., J. M. Shapiro, and M. Sinkinson (2011) The effect of newspaper entry and exit on electoral politics | 0.874 | 5 | 2 | 100% |
| 10 | Rambachan, A. and J. Roth (2019) An honest approach to parallel trends | 0.874 | 5 | 2 | 100% |
Showing the top 10 of 56 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.