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A Short Note on Event-Study Synthetic Difference-in-Differences Estimators

Diego Ciccia

arXiv 5 Jul 2024 · Econometrics · 10 citations (OpenAlex)

arXiv:2407.09565 · PDF · DOI · OpenAlex · Extracted main text

Abstract

I propose an event study extension of Synthetic Difference-in-Differences (SDID) estimators. I show that, in simple and staggered adoption designs, estimators from Arkhangelsky et al. (2021) can be disaggregated into dynamic treatment effect estimators, comparing the lagged outcome differentials of treated and synthetic controls to their pre-treatment average. Estimators presented in this note can be computed using the sdid_event Stata package.

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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
1Damian Clarke, Daniel Pailanir, Susan Athey, and Guido Imbens (2023) Synthetic difference in differences estimation0.69351100%
2Dmitry Arkhangelsky, Susan Athey, David Hirshberg, Guido Imbens, and… (2021) Synthetic difference-in-differences0.51121100%
3Kirill Borusyak, Xavier Jaravel, and Jann Spiess (2024) Revisiting event-study designs: robust and efficient estimation0.40511100%
4Clément de Chaisemartin and Xavier D’Haultfoeuille (2023) Difference-in-differences for simple and complex natural experiments0.40511100%
5John Gardner (2022) Two-stage differences in differences0.40511100%
6Licheng Liu, Ye Wang, and Yiqing Xu (2024) A practical guide to counterfactual estimators for causal inference with time-series cross-sectional data0.40511100%

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