Christophe Bellégo, David Benatia, Vincent Dortet-Bernardet
arXiv 3 Jan 2023 · Econometrics · publishedJournal of Econometrics (2024) · 7 citations (OpenAlex)
arXiv:2301.01085 · PDF · DOI · OpenAlex · Extracted main text
This paper studies the identification, estimation, and inference of long-term (binary) treatment effect parameters when balanced panel data is not available, or consists of only a subset of the available data. We develop a new estimator: the chained difference-in-differences, which leverages the overlapping structure of many unbalanced panel data sets. This approach consists in aggregating a collection of short-term treatment effects estimated on multiple incomplete panels. Our estimator accommodates (1) multiple time periods, (2) variation in treatment timing, (3) treatment effect heterogeneity, (4) general missing data patterns, and (5) sample selection on observables. We establish the asymptotic properties of the proposed estimator and discuss identification and efficiency gains in comparison to existing methods. Finally, we illustrate its relevance through (i) numerical simulations, and (ii) an application about the effects of an innovation policy in France.
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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 | Alberto Abadie (2005) Semiparametric Difference-in-Differences Estimators | 0.956 | 8 | 3 | 88% |
| 2 | Pierre Hoonhout \ Geert Ridder (2019) Nonignorable Attrition in Multi-period Panels with Refreshment Samples | 0.928 | 5 | 3 | 80% |
| 3 | Kirill Borusyak, Xavier Jaravel \ Jann Spiess (2021) Revisiting Event Study Designs: Robust and Efficient Estimation | 0.874 | 7 | 2 | 100% |
| 4 | Jeffrey M Wooldridge (2021) Two-way Fixed Effects, the Two-Way Mundlak Regression, and Difference-in-Differences Estimators | 0.874 | 5 | 2 | 100% |
| 5 | Brantly Callaway \ Pedro H.C. Sant'Anna (2021) Difference-in-Differences with Multiple Time Periods | 0.815 | 24 | 3 | 54% |
| 6 | Clément de Chaisemartin \ Xavier D'Haultfuille (2020) Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects | 0.737 | 3 | 2 | 100% |
| 7 | Keisuke Hirano, Guido W Imbens, Geert Ridder \ Donald B Rubin (2001) Combining Panel Data Sets with Attrition and Refreshment Samples | 0.737 | 3 | 2 | 100% |
| 8 | David T Frazier \ Eric Renault (2017) Efficient Two-Step Estimation via Targeting | 0.644 | 2 | 2 | 100% |
| 9 | Badi H. Baltagi \ Seuck Heun Song (2006) Unbalanced Panel Data: A Survey | 0.585 | 3 | 1 | 100% |
| 10 | Clément de Chaisemartin \ Xavier D'Haultfuille (2023) Two-Way Fixed Effects and Difference-in-Differences Estimators with Heterogeneous Treatment Effects and Imperfect Parallel Trends | 0.585 | 3 | 1 | 100% |
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arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.