Dmitry Arkhangelsky, Aleksei Samkov
arXiv 29 Mar 2024 · Econometrics · 2 citations (OpenAlex)
arXiv:2404.00164 · PDF · DOI · OpenAlex · Extracted main text
We propose the Sequential Synthetic Difference-in-Differences (Sequential SDiD) estimator for event studies with staggered treatment adoption, particularly when the parallel trends assumption fails. The method uses an iterative imputation procedure on aggregated data, where estimates for early-adopting cohorts are used to construct counterfactuals for later ones. We prove the estimator is asymptotically equivalent to an infeasible oracle OLS estimator within a linear model with interactive fixed effects. This key theoretical result provides a foundation for standard inference by establishing asymptotic normality and clarifying the estimator's efficiency. By offering a robust and transparent method with formal statistical guarantees, Sequential SDiD is a powerful alternative to conventional difference-in-differences strategies.
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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 | Arkhangelsky, D., S. Athey, D. A. Hirshberg, G. W. Imbens, and S. Wa… (2021) Synthetic difference-in-differences self | 1.000 | 7 | 4 | 100% |
| 2 | Borusyak, K., X. Jaravel, and J. Spiess (2024) Revisiting event-study designs: robust and efficient estimation | 1.000 | 5 | 3 | 100% |
| 3 | Bai, J (2009) Panel data models with interactive fixed effects | 0.843 | 3 | 3 | 100% |
| 4 | Bertrand, M., E. Duflo, and S. Mullainathan (2004) How much should we trust differences-in-differences estimates? | 0.811 | 4 | 2 | 100% |
| 5 | Bailey, M. J. and A. Goodman-Bacon (2015) The war on poverty's experiment in public medicine: Community health centers and the mortality of older americans | 0.737 | 3 | 2 | 100% |
| 6 | Abadie, A (2005) Semiparametric difference-in-differences estimators | 0.644 | 2 | 2 | 100% |
| 7 | Callaway, B. and P. H. Sant’Anna (2020) Difference-in-differences with multiple time periods | 0.644 | 2 | 2 | 100% |
| 8 | Chamberlain, G (1984) Panel data | 0.644 | 2 | 2 | 100% |
| 9 | Pesaran, M. H (2006) Estimation and inference in large heterogeneous panels with a multifactor error structure | 0.644 | 2 | 2 | 100% |
| 10 | Sant’Anna, P. H. and J. Zhao (2020) Doubly robust difference-in-differences estimators | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 47 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Cohort-Anchored Robust Inference for Event-Study with Staggered Adoption | 0.644 | 2 | 2 |
| 2 | Causal Models for Longitudinal and Panel Data: A Survey | 0.405 | 1 | 1 |