arXiv 24 Jan 2025 · Econometrics
arXiv:2501.14405 · PDF · DOI · OpenAlex · Extracted main text
In this paper, we formalize a triple instrumented difference-in-differences (DID-IV). In this design, a triple Wald-DID estimand, which divides the difference-in-difference-in-differences (DDD) estimand of the outcome by the DDD estimand of the treatment, captures the local average treatment effect on the treated. The identifying assumptions mainly comprise a monotonicity assumption, and the common acceleration assumptions in the treatment and the outcome. We extend the canonical triple DID-IV design to staggered instrument cases. We also describe the estimation and inference in this design in practice.
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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 | Miyaji (2024) Instrumented Difference-in-Differences with Heterogeneous Treatment Effects self | 1.000 | 14 | 3 | 100% |
| 2 | de Chaisemartin (2010) A Note on Instrumented Difference in Differences | 0.874 | 5 | 2 | 100% |
| 3 | Fröhlich, Frölich and Sperlich (2019) Impact Evaluation | 0.811 | 4 | 2 | 100% |
| 4 | Hudson, Hull and Liebersohn (2017) Interpreting Instrumented Difference-in-Differences | 0.811 | 4 | 2 | 100% |
| 5 | Olden and Men (2022) The Triple Difference Estimator | 0.811 | 4 | 2 | 100% |
| 6 | Wooldridge (2020) Introductory Econometrics: A Modern Approach | 0.811 | 4 | 2 | 100% |
| 7 | Callaway and Sant'Anna (2021) Difference-in-Differences with Multiple Time Periods | 0.737 | 3 | 2 | 100% |
| 8 | Deschênes, Greenstone and Shapiro (2017) Defensive Investments and the Demand for Air Quality: Evidence from the NOx Budget Program | 0.737 | 3 | 2 | 100% |
| 9 | Black, Devereux and Salvanes (2005) Why the Apple Doesn't Fall Far: Understanding Intergenerational Transmission of Human Capital | 0.511 | 2 | 1 | 100% |
| 10 | Imbens and Angrist (1994) Identification and Estimation of Local Average Treatment Effects | 0.511 | 2 | 1 | 100% |
Showing the top 10 of 21 scored citations.