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Difference-in-Differences Estimators When No Unit Remains Untreated

Clément de Chaisemartin, Diego Ciccia, Xavier D'Haultfœuille, Felix Knau

arXiv 7 May 2024 · Econometrics · 3 citations (OpenAlex)

arXiv:2405.04465 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We consider treatment-effect estimation with a two-periods panel, where units are untreated at period one, and receive strictly positive doses at period two. First, we consider designs with some quasi-untreated units, with a period-two dose local to zero. We show that under a parallel-trends assumption, a weighted average of slopes of units' potential outcomes is identified by a difference-in-difference estimand using quasi-untreated units as the control group. We leverage results from the regression-discontinuity-design literature to propose a nonparametric estimator. Then, we propose estimators for designs without quasi-untreated units. Finally, we propose a test of the homogeneous-effect assumption underlying two-way-fixed-effects regressions.

Citation extraction

48
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Most heavily cited references

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.

ReferenceIntensityMentionsSectionsMain text
1Pierce, J. R. and P. K. Schott (2016) The surprisingly swift decline of us manufacturing employment0.693111100%
2Callaway, B., A. Goodman-Bacon, and P. H. Sant'Anna (2024) Difference-in-differences with a continuous treatment0.69351100%
3Garrett, D. G., E. Ohrn, and J. C. Suárez Serrato (2020, March) (2020) Tax Policy and Local Labor Market Behavior0.6597186%
4Calonico, S., M. D. Cattaneo, and M. H. Farrell (2018) On the effect of bias estimation on coverage accuracy in nonparametric inference0.6526183%
5Imbens, G. and K. Kalyanaraman (2012) Optimal bandwidth choice for the regression discontinuity estimator0.64441100%
6Fricke, H (2017) Identification based on difference-in-differences approaches with multiple treatments0.64441100%
7Stute, W., W. G. Manteiga, and M. P. Quindimil (1998) Bootstrap approximations in model checks for regression0.64441100%
8Stute, W (1997) Nonparametric model checks for regression0.6207171%
9Calonico, S., M. D. Cattaneo, and R. Titiunik (2014) Robust nonparametric confidence intervals for regression-discontinuity designs0.58531100%
10de Chaisemartin, C. and X. D'Haultfuille (2020) Two-way fixed effects estimators with heterogeneous treatment effects0.58531100%

Showing the top 10 of 53 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Difference-in-Differences with Time-varying Continuous Treatments Using Double/Debiased Machine Learning0.40511