Jonathan Roth, Pedro H. C. Sant'Anna, Alyssa Bilinski, John Poe
arXiv 4 Jan 2022 · Econometrics · publishedJournal of Econometrics (2023) · 1,780 citations (OpenAlex)
arXiv:2201.01194 · PDF · DOI · OpenAlex · Extracted main text
This paper synthesizes recent advances in the econometrics of difference-in-differences (DiD) and provides concrete recommendations for practitioners. We begin by articulating a simple set of “canonical” assumptions under which the econometrics of DiD are well-understood. We then argue that recent advances in DiD methods can be broadly classified as relaxing some components of the canonical DiD setup, with a focus on $(i)$ multiple periods and variation in treatment timing, $(ii)$ potential violations of parallel trends, or $(iii)$ alternative frameworks for inference. Our discussion highlights the different ways that the DiD literature has advanced beyond the canonical model, and helps to clarify when each of the papers will be relevant for empirical work. We conclude by discussing some promising areas for future research.
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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 | Callaway and Sant’Anna (2021) Difference-in-Differences with multiple time periods | 1.000 | 21 | 4 | 100% |
| 2 | Sun and Abraham (2021) Estimating dynamic treatment effects in event studies with heterogeneous treatment effects | 1.000 | 11 | 3 | 100% |
| 3 | de Chaisemartin and D'Haultfœuille (2020) Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects | 1.000 | 7 | 3 | 100% |
| 4 | Borusyak, Jaravel and Spiess (2021) Revisiting Event Study Designs: Robust and Efficient Estimation | 1.000 | 5 | 3 | 100% |
| 5 | Roth and Sant'Anna (2021) Efficient Estimation for Staggered Rollout Designs | 0.928 | 4 | 3 | 100% |
| 6 | Roth (2022) Pre-test with Caution: Event-study Estimates After Testing for Parallel Trends self | 0.874 | 7 | 2 | 100% |
| 7 | Rambachan and Roth (2022) A More Credible Approach to Parallel Trends | 0.874 | 6 | 2 | 100% |
| 8 | Wooldridge (2021) Two-Way Fixed Effects, the Two-Way Mundlak Regression, and Difference-in-Differences Estimators | 0.811 | 4 | 2 | 100% |
| 9 | Abadie (2005) Semiparametric Difference-in-Differences Estimators | 0.811 | 4 | 2 | 100% |
| 10 | Goodman-Bacon (2021) Difference-in-differences with variation in treatment timing | 0.811 | 4 | 2 | 100% |
Showing the top 10 of 106 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.